OK these Direct X files are in binary format; X files can also be written in plain text. I can only import plain text Direct X files into Blender; and obviously will not be able to look at the text to see if there are any UV blocks in there because it is all cryptic.
All I get in DBPRO is a white, untextured object. But do not worry, this is everyday stuff that has a number of workarounds that you will soon find.
The goal
I am no Naruto expert, but I know a thing or two about Blender and DBPRO. And by looking at the references images really indicates why Skulptris might be a good additional tool for the job; so you have not made a mistake.
Although you can sculpt and paint in Blender, it is down to your personal preference what tools you want to use to create the scene. What matters is that your scene manages to load into DBPRO correctly and runs smoothly enough for the job.
You can use Skulptris to shape things together, then have it UV mapped when and if you figure out how to export UV maps with Skulptris; or handle UV mapping as a separate task in an external editor such as Blender or your engine.
No doubt you are probably aware that Skulptris generates lots of polygons. Polygons do not slow down movie playback; how can it; all of the frames are saved into a sequence of images and sound. All the rendering takes place beforehand.
On the contrary, if you want people to view these scenes in realtime on poor machines; you will likely find that these excess polygons will make the scene look choppy.
Later on you will probably work things out for yourself so that the amount of polygons and objects in view are efficient. Things like exclusion, culling, decimation, vertex shading and instancing will come into play by then.
All I can say is if you want this to look good in DBPRO, better learn how to make use of HLSL shader files. You will need your Graphics Card (GPU) to assist with the lighting, art and texturing; the best way to do that is with shaders. Fortunately there are loads of samples in the forums and you can ask any questions.
Take a look at some of these
projects and see how people achieved their texturing effects.
Dark Lights is a lightmapping tool that can help with lighting, but that is optional.
A guy who goes by the name EVOLVED created useful creative tools for DBPRO scene development. He has numerous lighting projects, and his Advanced Lighting project is an attractive solution, however not the easiest to work with,
even for me... given the name of the project...
His website is here.
Keep a reminder to check my profile next year, I will be releasing a shaded scene editor for all levels of experience.
If you still have trouble with UV mapping, don't forget those video tutorials I posted. The Blender edit-mode hotkey for unwrapping is U. You select the option, usually cubic. All of that is covered in the videos and the containing tutorial series; all except for exporting to Direct X, which I explained earlier. A texture would be applied in Blender materials or in DBPRO.
Hopefully you will find a Skulptris solution.