Only some objects in my imported asset have textures - general workflow question

Hello, Unity Answers. I'm having issues texturing my first real environment, though I think it could be because I'm very new and am missing some basic concept. I've built four walls and a floor in Blender as separate planes, then selected all of them and created a UV map. Then I imported the room to Unity and applied a material with a texture to it, and only the floor (the last object I created) had the texture. The walls had a flat color, as if I'd applied the material to a mesh without a map.

I get that this isn't how you're supposed to texture an object, but I'm not sure what the best way to go about it would be? Can Blender/FBX files have multiple UV maps? Should I merge all the objects of my Blender project into one and create my map based off that? (I imagine if I did that creating the collision for the room becomes more complicated than just slapping a box collider on everything).

TL,DR: You're creating four walls and a floor to be imported into Unity as an environment, what specifically do you do?