I downloaded the plugin, exported to obj, and imported as wavefront to blender... well, you can see what happened for yourself. Now, I have no idea how Blender works, but I thought someone here probably knows what to do. I really want my builds to look as cool as the ones in the screenshot (and probably learn some Blender stuff while I'm at it, but that's for later).
So, uh, how do you get your world to render properly in Blender (asking as someone who doesnt know a thing about Blender)?

It's a somewhat complicated process but the basic step you're missing is adding a material to the object that uses the terrain.png texture that the map uses. Better help can probably be found from googling "Blender add material and texture", I haven't done it in a while.

Ideally, you also use a node shader in order to get correct transparency and to skip rendering the backside of things like plants (so they match CC rendering). Something like this: