FBX technology drives the Autodesk one-click workflow.
One-click workflow texture location
Textures in files that use the one-click workflow process are stored in the following location (unless otherwise specified).
Maya default :
C:\Documents and Settings\<username>\My Documents\maya\projects\default\textures\myscene-files\..
3ds Max default:
C:\Documents and Settings\<username>\My Documents\3dsMax\sceneassets\images\myscene.max-files\..