Applying textures is not that easy to explain in here.You have to do "unwrap" if you'll use complex objects.And you'll probably need an image editor software like photoshop to make textures.And you'll need to make a metarial compatible to your renderer and light setup.If you'll use built-in renderer(scanline) just press M and there comes the metarial editor and modify one of the standard metarials.After you are happy with your material just drag-drop that to your object in the scene.
You'd better spend some time on, UVWmap modifier, metarial editor and even sub-object mapping to get basic texturing things done.