I’ve explained on the forums before that .fbx and .obj file types do not export with texture data compatible with Roblox (with exception of .fbx and vertex painting, also the .mtl or Material file type isn’t supported by Roblox). If you want to upload a texture for a Meshpart, you must first upload it as a Decal, and apply the TextureId from the Decal to the MeshPart.
It’s not intuitive, I know 
Edit as of Feb 9, 2023 - Roblox now supports uploading textures with Meshparts and has for a couple years. It’s not as intuitive and it’s usually still best to upload the texture as it’s own asset, but I wanted to clarify that tools have changed since this post was made 