I suppose it depends on whether or not your object has been setup with textures or not. Getting an already textured object into Terragen is relatively simple. As long as all of your files are in the same directory, it should at least reference the diffuse color in the mtl file (you don't need to reference the .mtl file). Assuming it isn't already set up, Terragen isn't really designed for texturing natively and I'd recommend getting a third-party program that will do this. I'm going through a bit of a journey on this myself.
How complicated are your objects?
There are a few free programs that will texture objects. Daz's Hexagon will do this, although it is universally shunned by this community by all except myself. There is Wings 3D that is also free and available to download. If you are willing to spend a bit of money, then your options will increase, as well.