Bright offers you a variety of choices when it comes to model formats. There isn't a right or wrong answer but they do all work slightly differently.
If using the OBJ format, ensure that the MTL file is included with it, In order to load all material settings automatically.
Exporting Models from Blender into Bright Engine
Once you have created your model and your textures you need to make sure that they are applied correctly. There is a video Tutorial that goes through the correct way to set up your materials and export settings from blender, available on YouTube.