As far as I know, FBX doesn't have any materials in it - it is geometry only, and you'd need to create and apply materials to the imported models. Materials are render-engine specific, so for generic formats like FBX which can be loaded by many different 3D applications, and therefore rendered by many different render engines, it's impossible for them to contain materials (as it's not known what render engine the model will be rendered using). The one good part is the FBX should at least have the UVWs set up though, so materials should apply correctly once you create and apply them.