Export Arts inside Unreal Engine to others modelers softwares

I buied from Unreal Engine Market place some fantastic arts, now i need export them via FBX to take them to some modelers softwares, if i do this and try to export to fbx it works but i can not have or can not link textures, the fbx exported appears gray.
Any solution? I tried Export/Migrate and so on.

Kind Regards