I just tested your model with Blender 2.70 and blender2ogre 0.60. The export worked fine. I got the
*mesh.xml file as well as multiple
*.material files. Update to the latest versions, if you haven't yet. Also make sure that during the export dialog, the checkbox "Export materials" is selected.
If it then still renders without any material in Ogre, there are two possible causes:
You have to ensure that your exported model contains UV texture coordinates, since otherwise Ogre doesn't know how to apply the texture to your model.
In order to create those UV confidantes with Blender, you have to unwrap and UV map your model. To verify that those coordinates are there afterwards, have a look at the intermediate file from the export process,
*.mesh.xml file. If you can see UVs in there it should be fine.
Have a look at your Ogre.log file, if the UV part should be correct and look for any error messages, especially related to your
*.material file. Maybe the texture file could not be found/loaded by Ogre.