Nice. I recommend learning the software before you spend several thousand dollars buying it.
Buuuut, it's pretty obvious what's going on here.. First up, I recommend using Blender. It's free, legal and pretty darned good. 3ds Max 2012 is going to be overkill if you don't even know how to work with materials and textures.
Now, as to your question. You need to open the material editor, select the material that is applied to the Hecate, and find the diffuse. Go in and point 3ds Max to the file location of the texture itself. You'll probably need to rip it out of the MediaVPs. Also, I'm pretty sure the Hecate is tilemapped, so you'll have to do this for several diffuse textures. Then you also need to go in and apply the shine, glow, and normal for each one as well.