Please follow these steps:
1. Click on the Fbx file.
2. In the Inspector window, Go to Materials Tab -> Click on Extract Textures -> In the popup, create and select it a folder inside assets folder called Textures
3. Click on Extract Materials Tab -> In the popup, create and select a folder inside assets folder called Materials
4. You should see you the field visible now, and textures and materials will be visible inside those folders in the Project window.
Hope this helped, I will also attach a unity package that you can import directly.