I cant tell you the specifics of blender or even if blender is capable of it, but to texture your object in a 3D package requires that you assign it a set of UV texture co-ordinates, usually by unwrapping the wireframe of the object in various ways(depending on the object itself you may need to unwrap differently to make it look correct with minimal adjustments - there is also Ultimate 3DUnwrap i think its called, that is an app specifically for assigning UV's to objects by unwrapping them)
A UV co-ordinate is a set of co-ordinated inside the model, that stretch across the models polygons and allow a texture to be draped arouund the model.. Usually in a 3D package, you will be able to have some kind of preview, while you manipulate your unwrapped mesh on your texture image(I know Max09 and XSI6.5 myself but havent used blender b4)
Once you have your object textured correctly in blender you can export it(as a .X directX format) and load it into GDK, if the texture is in the correct place with the model, it should load automatically, but if it doesnt, you can always use "dbLoadImage" to load it and "dbTextureObject" to texture the object with it.
If you want to get really tricky, there are commands inside GDK for manually manipulating the UV data of the mesh's vertices and commands for manipulating the objects texture, like scaling or scrolling it, but I think that may be a little beyond what you are looking for.
If it ain't broke.... DONT FIX IT !!!