All texture files are in a separated folder. To work well you need to save the Blender file and the textures folder in the same root directory folder. The Blender material have this relative path to use textures. 

Also, you can change this path if you need but you have to find the new path in Blender to keep textures on surfaces of the model. So, follow this quick tip to explain how to fix the pink color mistake on surfaces when textures are missing in Blender files.