The error message will tell you the path that it's trying to find the texture in. If the texture is not in that path, then you would need to export so that it was.
If you are stumped, I would post your export paths, and the error message, so that folks can help you out. The 3 or 4 devs I've seen in the past month with texture path problems were all either speedtree setup issues, or a misunderstanding of how the texture path inside of max or maya matters.