The terrain requires you to modify the default shader to add your materials, which you can either do based on a splat map or procedurally then.
Since you have full controll how materials are distributed, you can also blend them the way you want (for example using detailmaps).
Exporting from WorldMachine is simple, just export the heightfield to 16-bit png, and copy it to your application. (Notice the size should be a power of two).