Collada import with textures

I was trying to import one of my creature from “Spore” game to Blender by Collada. When i did it, it was without textures. THIS video shows that it is possible with textures, but it don’t show how to do it. If I must add textures by my own, how can I do it?
I’m using Blender 2.5

Sorry if my English is bad.