Sorry for trying to help. I didn't have Maya on the computer where I was posting, so just going off memory. There's lots of tutorials around for texturing. Can you be more specific what part doesn't make sense?

1) Select your object
2) In the hypershade, edit > create psd network
3) Set image name, UV settings, and add the attributes you want to make a map for, e.g. color and bump. (check detailed attributes list for more options like specular)
4) Open the image in photoshop, paint as you wish on the appropriate layers, save the image
5) In hypershade, edit > update psd networks

This is a pretty general topic you're asking about, so be more specific if you want a direct answer.