Yes, the problem is that the texture/material simply isn't assigned to any of the polys. You can see that by clicking on turret_test in the textures panel; normally, all polys using the selected texture get wireframed in pink.
Since you say 3.05C, that means you're still trying to use ColladaMax, which at some point evolved into
OpenCollada which is what you want now. I use it (1.3.1 I think) with 64-bit Max 2012 myself and it works perfectly.
EDIT: Too bad that they've made it so difficult to find the right downloads, it seems. They were supposed to have moved to GitHub but as you can see, they don't have anything recent in there after all.
Try here.