Adding Material in 3DS Max

When adding material to a model in 3DS max, if a model has multiple materials and VTF files, how do I apply them to the correct regions on the models. For example, I’ll have a gun holdster texture and it will just apply over the whole model, how do I fix this so it just applies to the gun holdster?

UVW Unwrap

Sorry, I don’t know what that means.

Make a modifier of that type for the object

What, how?

Look up a tutorial on UV maps for 3DSMax.

What programs do I need to convert them so I can have them in 3DS? I really need to know.