The reason you can not see it in the Object Editor or in Scream Machines is you have not applied any materials to the object. Download the Anim8or help file and read through the materials section. If you want to just apply color to an object (or parts of an object) can can just specify an diffuse color (You can change the diffuse color later on in the editor if you change you mind) If you want to apply a "texture" to the object (really it is a diffusion map), then you will have to set the diffuse texture to the .png file (Scream Machines only recognizes .png images) that you wish to use. You may also have to map the texture to the object. I am not sure what options Anim8or has for mapping objects if any.
There is an update coming to the Object Editor that includes a complete help file, as well as a SM Update coming. I believe they are planning to release them at the same time, though they may be 2 separate downloads.