Have you activated the FBX import in your preferences?
Also, if the FBX is an older version, the default FBX importer can’t handle it.
This addon can handle many more FBX versions:
No worries, because I tend ot inherit my settings from prior versions, chances are, at some point in the past, I activated it and now don’t think about it.
I would say though, if you can afford it obviously, that addon is very useful for older versions of FBX. I have a fair bit of older Lightwave work and Blender can’t read the FBX version, the addon does it seamlessly.