One of the real experts can jump in here, but meanwhile it looks like you've downloaded the zipped geodatabases that include the LiDAR data products (DEM, Contours, etc.) instead of the point data. The point data are found as compressed LAS files, called LAZ files in their compressed state. There is a folder labeled LAZ containing the compressed LAS (LAZ) tiles. Text in the Readme files says: "WORKING WITH MINNESOTA LAS/LAZ DATA: When you download data from the Minnesota LiDAR ftp site (ftp.lidar.dnr.state.mn.us) the original LAS file has been compressed to LAZ format using LASTOOLS | LASZIP. If you are using LASTOOLS, you don’t need to unzip them because LASTOOLS will operate on compressed files. But if your intent is to use the LAS files in some other software that cannot read LAZ compressed files you’ll need to uncompress them. To do this use the LASZIP tool." It goes on to describe how to do that. You can find that document as well as the LAS tools folder at ftp://ftp.lmic.state.mn.us/pub/data/elevation/lidar/
Note the special readme file for Stearns County in the Stearns County folder.