Download WC3 Viewer from this page. You can open a wc3-mpq-file and search for the mdx (that's the model-file) or, if it's a mdx-file on your pc (e.g. a model you downloaded from this page), search the mdx on your pc (You'll probably see what I mean when you started WC3 Viewer)
Then you do "current file / show used textures names".
Other way is to convert the mdx to a mdl (e.g. with WC3 File Converter), open it with any text-editor (e.g. notepad from windows) and search for "textures".