Yes, zip them together and load that ZIP file into MM.The problem is with the material file which specifies material properties. If you open it in a text editor like notepad and change the line (or completely delete line), save the file and then re-import the obj, the texture will be visible. I had a similar problem. I couldn't import jpg file:
https://www.cleverfiles.com/howto/what-is-jpg.html
