THere might be other ways to get this to work but this workflow is what I use. First make sure you know the projection of your data and have it all in the same projection.
From ArcMap
For the imagery:
- use the clip raster tool to create a new raster dataset to a specific polygon rectangle that you previously created for the extent of your scene
- export out the layer to a tif with these settings: no data is 0, check use renderer and force rgb, save as tif, 8 bit
- export to a folder
- copy/paste this folder into a folder such as your images or data folder in your CE workspace
For the elevation:
-same as imagery export but don�??t use RGB renderer, export as 8 bit tif
In CityEngine, make a new scene (right click, new scene) but do not choose a coordinate system at this time. Then drag in the elevation tif file and CAREFULLY set the projection to match what you know it should be. CE will then ask you to also set the scene to this same projection and say yes. Choose your imagery and its projection.
Wait a few moments, depending on the size of your image (it can take about 15 seconds if very large), and then right click on the scene and press 'f' to zoom to it if it isn't already show in the view window.