I'm assuming you tried going to the View>Show Materials in Viewpot>As textures? By default you have to turn them on before they are visible in Max. Are the textures showing up when you render? If not, it's probably either a normals issue, or the texture didn't export out of sketchup properly. I export to Max all the time with no real texture issues. I use .3ds format, select By Texture and check Preserve texture coordinates. Now and again there are messed up coordinates, especially on roofs, but I just apply a UVW map modifier and then use the gizmo to rotate the texture into place. Also, sketchup should be exporting the textures to a folder in the place you save your .3ds file to. Once in a while I'll have issues with max finding that folder. If that's the case, just go to Customize>Configure User Paths and browse the folder with the textures and Max will automatically apply them to the geometry.