Your question is kind of vague, heres some solutions
1-if your using db classic, then your models must be .x or .3ds (try exporting your models, dont save them)
2-I dont think DB can read targas, try making it a bitmap (.bmp)
3-you have to actually have a TEXTURE OBJECT command in your source where you create your objects. Something like
load bitmap "object.bmp", 1
load object "object.x", 1
texture object 1,1
my code may be off, but that should help
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