When you import an FBX file from AutoCAD into 3ds Max the textures are not imported
Your AutoCAD FBX Textures are not being imported into 3ds Max.
There are 2 possible workarounds.
1. Export the file from AutoCAD as a DWG file and then import the DWG into 3ds Max. This is the preferred way to work around this issue.
2. If you need to use FBX, then make sure to set the texture export option to “Copy textures to a single location” in AutoCAD when exporting the FBX. Important Note - Texture assets will come through labeled as "GUID" and will not be located in the location specified in AutoCAD; instead they will be stored in the temp folder. If you find this method does not work well for you, please consider using DWG instead.
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