Open a new project.

Click Textures button in the right most panel, set Type from None to Image or Movie, in Image section, click Open, select a .dds file.

Press TAB to switch to Edit Mode, make sure the whole cube is selected, if not press B to do a box selection, then press U and choose Unwrap.

In the right most panel, make sure you are in Textures, scroll down to the Mapping section and change Coordinates from Generated to UV and click in Map to set the UVMap.

Click the Cube with arrows button to the far left (icon for 3D view), at the bottom of the main panel, select UV/Image editor from the menu.

In the UV/Image editor, click the image icon next to the New button, select the .dds file you previously opened.

Go back to the 3D view, with the cube selected, Press CTRL-T to triangulate it.

Go to the File menu, Export → COLLADA and then navigate to say redist/entities and export the collada file there.

Open Modelviewer and then open the .dae file and verify that the cube looks like it should.