Didn't had the chance to test it out with the bones. I have one last problem till I fully understand how it works and then I'll go to the bones section and I will write the problems down, here on this topic or make a new one for those who will encounter problems like mine.
The problem that I got is: When I export the model without having any animations, I can easily apply the textures (in one as a result of the UVW). However, when I add the animations in 3DS Max, I can't texture the object with the same method. I must retrieve the "children" and then apply the textures individually. I want to manage to texture the object the same way when it doesn't have any animations.
The model has multiple textures!
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