Editor Can't Able to Import 3D Model Textures

I have imported 3d model after exported from 3DSMax but it can’t able to load or import textures in the 3d model.

The 3D model is properly displaying in Windows 3D Viewer, here you have an image example:

This kind of import settings currently I have done for this model:

As you see in the above image, the imported 3d model has only a gray color look while I have made it colorful using textures but no images get imported with the 3d model.

So please share your opinion about this problem I was facing so it can import all textures.

This is a bug related to Unity FBX file import and I found this video in Youtube to solve this problem.

FBX Importing to Unity 2017/2018+ | Where did my textures go?

I hope this problem become useful to other members in the future.