If you export a model in obj format you should have three files: .obj, .mtl and the texture (.png/.jpg).
All of them need to be imported into your project folder for obj models to work correctly.
i didnt get it, i have 3 files in my project (.obj, .mtl, .png) but the test.obj still gray >:(
If you can share the .capx or model file so I can look into the issue.
