The following code from the CubeCreator tutorial program shows how to create a texture object and to set some of its properties so that it refers to a texture file, crate.jpg:
KFbxTexture* gTexture = NULL;
...
// Create a global texture for cube.
void CreateTexture(KFbxSdkManager* pSdkManager)
{
gTexture = KFbxTexture::Create(pSdkManager,"Diffuse Texture");
// Resource file must be in the application’s directory.
KString lTexPath = gAppPath + "\\Crate.jpg";
// Set texture properties.
gTexture->SetFileName(lTexPath.Buffer());
gTexture->SetTextureUse(KFbxTexture::eSTANDARD);
gTexture->SetMappingType(KFbxTexture::eUV);
gTexture->SetMaterialUse(KFbxTexture::eMODEL_MATERIAL);
gTexture->SetSwapUV(false);
gTexture->SetTranslation(0.0, 0.0);
gTexture->SetScale(1.0, 1.0);
gTexture->SetRotation(0.0, 0.0);
}