Well, you are correct - that particular chair (Carmela Armchair) has no textures.
First of all, it is an Autodesk MAX file - not an *.fbx formatted file.
I loaded it into MAX, and it is expecting a set of V-Ray textures. So, in addition to needing to have the Autodesk Max application, you would need the expensive V-Ray plugin. There is a single set of textures included for the legs of the chair, but these are not actually applied to the model. (Very wierd!) Probably the only reason these were included is because they were an after-thought.
So, if you are working only with Maya, you cannot make any use of this example model. And, even if you have Max as well as Maya, there are no useful textures for you.
In general, you should look for free models that explicitly state that textures are included.
One site where you might find what you seek is "Design Connected." (https://www.designconnected.com/)
This site has modern furniture, and while most of the models cost a little bit of money, they have 453 free models in Maya file format - with Maya textures included. (At least, that is the count of free models, as of this writing.)
You will need to register on the Design Connected site to be able to download any of the 3d models.
