I am pretty sure that this is something that SolidWorks is not able to do.
I know there was a thread on this not to long ago.... Lenny Bucholz and Mark Biasotti posted on it among others.
Here is one thread on the subject, though not the one I was thinking of. https://forum.solidworks.com/message/120247#120247
Be sure to put in an enhancement request on the SolidWorks Customer Portal if it is important to you.
Indeed although vrml supports textures its not available in SW. If its broken it been like that for years.
I know there is some small mention of texures in the Help notes but AFAIK its actually not part of the SW implementation.
If you want to get UV info and textures out of SW try the SWlabs collada plugin and resave it as VRML via another (cg) program.
The collada plugin may have some bugs in it as the labs stuff is a bit beta/experimental.
I am not familiar with zcorp printer so I dont know if textures are useful or not.
I suspect they wont help with creating actual physical texture on a part if thats what you intend.