Materials again

I know many people haven been asking how to properly export 3D objects with colouer/texture/shading/material (I still don't understand the difference) from Blender (4.0).
I try to export this 3D water scene (10 x 10 m x 1.5 cm) with a floating orange cone on it, so that I can use it as a 3D object in Aero. I have tried obj, fxb an glb (with included materials) and even zipped .obj and .mtl into one file. But when importing it into Aero it always is a plane dull blue object.
Should I maybe render the object first? Or shade it? Or...