How to place point information in a .hgt file

I am a noob when it comes to LiDAR data. I normally work with las, lasx or las tiles to create golf courses from around the world for a game. I have recently have had a request to create a golf course in France. Unfortunately, they do not have LiDAR data in the formats I work with above. The potential customer steered me to a website that provides .hgt files for France.

I am able to open these files in Global Mapper, but cannot do anything with them because there is no point data in the file. How can I work with these files so I can eventually convert them to las/laz format? If I click on classify Ground button in the las tool withing the app I get the message, "You must first select at least one lidar point". Obviously there are not points in the file.

Is there a way to work with these files for my purpose?