Well that was the mother of all questions, lol. You need to learn how to UV Map an object properly first; before you can texture it. There are precious few tutorials on creating a proper UV Map, but they are out there. I suggest you do a search. Ultimate Unwrap 3D and LithUnwrap are both good UV Mappers. As far as creating the actual texture there are basically 2 ways to do it; you can use digital photos of textures (possibly altering them), or you can create them from scratch. Both methods will require a 2D program, such as Paint Shop Pro, or PhotoShop (GIMP is a free, and effective alternative). See my list of 2D programs
here to get started.
-Keith