You can customize the default options for working with CAD and BIM data in ArcGIS Pro on the CAD and BIM tab on the Options dialog box.
BIM files can contain textures as part of a material library. These libraries are collections of material files to give the buildings a more realistic appearance. If the material libraries are downloaded to the default location, <C:\Program Files (x86)\Common Files\Autodesk Shared\Materials\Textures>, ArcGIS Pro reads the files correctly. If these material libraries are downloaded to an alternative location, you can use the Search for texture images in these folders option and add the path to this dialog box.
If your BIM files only show color in your maps, you may need to download the free material libraries from the Autodesk website.