Exporting 3D FBX files with graphics attached

I’m exporting 3D models with jpeg & png images I’ve downloaded into the model from google images. I used the paint bucket tool on my model, and put the images on them, however when I export the model into an FBX model, the images get saved in a separate folder, and aren’t visible on the model anymore. This doesn’t happen when I use the stock surfaces and colors preloaded from sketchup. How do I make sure that my images stay on my model instead of going into a 2D file folder?