That's because you took that model off of the Sketchup warehouse. It isn't made for use in games, it was just made to look good. You'll find this out when you try to go over that bus stack and your FPS drops like a stone... I know this because I imported and played on that track, back when I was starting out.
Since it was made purely for viewing Sketchup and not for use in any game, it uses paint-bucket colours - ie, solid colours that aren't textures. These don't show up correctly in ROR. For it to show up, it must be a texture in image form. The materials window has some of these (concrete, tile, etc all show up, just not solid colours) or you can import your own.
I appreciate you're just starting out Keith, but I would highly advise you just make your own models. That's what I did, and it's so much more satisfying