this can mean that you dont have the textures stored in the fbx or stored in the folder.
If they are stored in the folder, then you can right click and create material from diffuse texture and use the material editor to make the material as needed.
or if the textures are in the folder at time of preparing the folder, then select the bottom option on the prepare folder to convert textures into materials.
Then simply drag the mesh into the scene, apply the material and then on the properties panel third icon button, click the bake material button to apply the material into the mesh file, so next time you use the mesh, you dont have to apply the material each time.
If you add actions and scripts to the mesh, then create a preset from it and then use that instead so you no longer need to add scripts or physics.
Hope this clears things up as i wasnt to sure of the problem you are facing from what you posted, but hopefully that gives you some more information to play with.
Hope this helps 
Statistics: Posted by SolarPortal — 23 Feb 2020, 13:29
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