Do the FBX files have the materials embedded? I never see the textures no matter what tools I use to view the .FBX models.
The FBX exported contain uvw coordinates and doesn't include the textures into file. Textures are imported separately, and have to be hooked up in the application / IDE.
The FBX folder contains both PNG and TGA file for texture hookups.
Which IDE are you using for development?