Keyshot Export - STL / ZPR

The best approach is to bake in your texture from your CAD environment.
Blender is a good -and free- tool to wrap UV textures onto meshes.
I usually import Obj files into Keyshot with as much texture as possible baked into the obj, it is much more straightforward of a work process towards 3D printing.
If you outsource the 3D print to a company operating ZCorp machines then Keyshot ZPR export is still an option…