What I meant is that textures are not stored within a DAE file. They come in a separate folder. For them to import right, you have to, firstly, have the texture files, and, secondly, place them to the same folder location in relation to the DAE file as they were when exported.
Try, for instance, downloading a DAE model from the 3D Warehouse. What you get is a ZIP file with the model and a texture folder inside.