This question comes up from time to time here. This is one thread I remember. Bottom line seems to be to learn some basic blender
Kitbash3d question
You also might want to try https://anyconv.com/file-formats/
And DS will import fbx. Well, at least they have an import fbx selection in the import drop down.
don't know if anyconv will work with files the size of kb3d tho. I use the blender method, so haven't tried anyconv or fbx import DS capability.