Well You generally have to UV map it. UV mapping was made to Flatten the model, to put it into 2D soo you can paint on it. I dont know how to get to that menu in 3DS Max but in maya its on the shelf. UV mapping is a bit challengeing but Very easy to learn and you will learn it pretty quickly. As soon as you Get it UV mapped, you will need to paint over the UV's with a paint package and add the texture automatically but i dont know how thats done in 3DS Max. Maybe Rabbit White will know, he uses 3DS max I think. If this did not help, try to find tutorials about UV mapping by googleing it or going on 3DS max sites that usually have some UV mapping tutorials. By the way GREAT MODEL! It looks great.
I just have one little question of my own and if anyone knows it, could you please answer it.
Does the Civ IV support Normal mapping? (I know a stupid question)
And
I skinned and Animated my own unit With my own skeleton. Will i be able to export it Via blender or 3DS max?
Thanks in Advance