In the FBX model without anti-aliasing. Who works in the V-Ray version is lower than 3.1. Be careful, the materials in the BRDF section are Microfaset GTR (GGX), if your version is older than 3.1, then the BRDF field will be empty. Choose Blinn, Phong or Ward - which is preferable for you.
Hair and eyebrows are made with the help of Hair and Fur, their settings are attached on the screenshots in the archive. The hair and eyebrows are attached in .obj format, when importing them into the scene, do not forget to tick the Shapes / Lines, and then assign Hair and Fur according to the settings, the scene in mm.