When you made your model, open up the material list and add a new one.
Press on the textures button, and on the three dots button ( ... ) next to the ambient texture input-field.
Press load texture and select your texture. Press ok and do the same for diffuse. (The texture should be in the list now, don't load it in again)
Now select your model and select the texture in the material list and hit apply.
Convert your model to a mesh if it's not a mesh. Now click on the button with the three dots to go into point/surface edit mode.
Click on the button with the triangle (surface mode) and select a surface. Press on the UV button and use your mouse to apply the texture.
left = rotate texture
middle / mouse wheel = scale texture
right = move texture
You can do this in any view.
When you're done, export it as a .3DS and use a .x converter. Load in your object but don't use the texture command. Just make sure the textures are in the same folder and they will show up.
Remember, you cannot use multiple textures and apply them to 1 object. They will show up properly in anim8or, but dbpro will kinda freak out and replace your textures with a single on.
I tried making a house a few months ago and textures the walls with a stone texture and the roof with wood. Dbpro made the whole house look as it was made out of stone.
