How to combine model and texture?

#1 Well, you apply the texture when you're modeling. It depends which modelling package you use. In Milkshape, there are materials that you apply to groups. Or, you can create your model and UV map it. Start here for a good start on tutorials.

#2 In your 3d model application, apply your material to your Mesh.
Export your mesh as a DTS.
Place Mesh and material in the same folder.
Place that folder in the 'data/shapes/ folder
In game, in the world editor (f11) then (f4) to place objects.
Goto your folder and select your DTS.
You should see your DTS with the texture applied.

#3 Yes but the problem is that I'm using Cinema 4D. And when i export the model it doesn't show the texture.

#4 Check your conole.log to see if it cannot locate the texture file.

#5 There is no error in console. I think it is because of bad exporting.