You can customize the default options for working with BIM data in ArcGIS Pro on the BIM tab of the Options dialog box.
Features from DWG and RVT files can contain references to materials from a material library. These libraries are collections of material files that can be used to visualize BIM features with 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 check the Search for texture images in these folders check box and add the path to this dialog box. When the box is not checked, textures will not be included. Textures once used are cached with the scene. To see the effects of unchecking the box to remove textures, open and close ArcGIS Pro.