I have started to texture the scene and added my stone texture to my wall. The wall is made inside Unity by squares, and When I added the texture I found out it did not tile well.

I will solve that by making the wall to a prefab and exporting it to .fBX format. I will import it to 3D Max and make my wall model better and unwrap it before I paint it.

(solution)

I did not manage to export it to .FBX, so I asked a fellow student Hans and he gave me a link to a script that lets you export to .OBJ format.  To Make sure more people learn how to do it I made a tutorial and posted below.

DaveA, 2014. ExportOBJ – Unify Community Wiki. wiki.unity3d. Available at: http://wiki.unity3d.com/index.php?title=ExportOBJ
[Accessed April 4, 2018].