Play smartly recognizes the entire hierarchy of a Maya file. After importing the Maya file - ideally as .DAE (collada), drop it on a Bundle node so the whole hierarchy is recognized. You can also use .FBX, but the embedded media (texture) will not come with it, so you will have to reconnect your texture files in Play.
If you build your own files, this process will be easy. If you have purchased files, it might be challenging to know if the creator embedded the files or not.
You must decimate the textures to 4K max (this is non negotiable) and the geometry file size to 150K (you can go a bit higher here but it will affect performance).