This is one of the most interesting things about modding that I always love to do, but hate it at the same time because doing can be a real pain. But don't take it for me, you will see for yourself. Now in order to add textures to your models you are going to have to find a good texture for your model that you would like to see in-game first. Second, you are going to have to UV Map your model by unwrapping it in 3ds max, since I don't have 3ds max, I can tell you the steps to doing this because in Blender (which I have) it's pretty much the same. Anyways, after you have gotten your texture, you need an image editor like the gimp or photoshop to tweak your texture and apply your UV Map and texture together. Also you'll need a tool called DDS Converter to help you convert your texture to .dds file format. There are some great tutorials out there for doing this but if you were working in Blender I would personally show you the steps necessary to take in order to get your models with your textures in-game. Once you get the hang of UV Mapping you are pretty much going to have to re-apply your UV Map back onto your model. After that, make sure that your texture slot has the UV Mapped texture in it (.dds file not the .tga file format of your UV Map). Then after that apply scale and rotation to your model and go to your menu in 3ds max where you can export to a .nif file. Oh! I almost forgot to mention is that you need the .nif import/export scripts (I don't know if 3ds max has it, but if you were working in Blender...it is a must have) to be able to have 3ds max export your mesh with your textures on them. Also another program to have is NifSkope. That allows you to apply textures to your model when it is UV Mapped as well. I hope this helps you out alot! Welcome to the official club of making your models and textures!