To get WM GM CSF, you can use subject.pvc.frac.nii.gz. This file contains tissue fractions, i.e. amount of GM WM CSF at each voxel in the brain. Since at MR resolution, many voxels contain mixture of tissue, so this is a more realistic representation than the crisp segmentation.
If you want information about WM GM CSF Skull and Scalp, you can use this file and subject.skull.label.nii.gz.