Having an issue with Vray and proxies

Hello there !

I have a quick question regarding Vray rendering and proxies. I am trying to use this tree(downloaded from 3D warehouse) in my project. I understand how to covert to a proxy and save the materials but one issue I’m encountering is the bitmap for the material doesn’t download. From what I know (youtube tutorials) a multi-material should be made. Not sure again what is happening but if anyone could help that would be amazing.

In SketchUp - Materials pane, right-click on the material and Export Texture Image. Choose a folder to save the file, then in Vray, indicate the new path to it.