mainLevelMesh has no textures (first person shooter tutorial)

I decided to do the first person shooter tutorial only to get stuck on pretty much the first question. When I import the mainLevelMesh as the tutorial asks me too, it imports with no textures. It just seems to be a whole lot of different shades of gray. I noticed looking through the materials folder of the mesh that all the textures come up as the shades of gray, while in the tutorial you can see their all different colours.

Can someone please help me?

You need to add the textures to the materials I think.