You have to enable the Collada addon in the user preferences. Go to File > User Preferences > Addons and search for Collada.
– Duarte Farrajota RamosOct 09 '16 at 13:30
Versions from ubuntu repositories don't have this addon, but official release has. Thank you very much! Answer please that I could close the issue.
– Beast WinterwolfOct 10 '16 at 02:34