heres a simpler explanation to help you get a bump map on your object ..go up to window at the top and under rendering editors choose hypershade . In the hypershade window double click on the orange material to open up the attribute editor for that material , under Common Material Attributes click on the chequered box next to Bump Mapping and the Create Render Node window will pop up and you should click on file.The attribute editor will now show the bump 2d attributes. select the file tab at the top then under File Attributes next to Image Name click on the folder and browse to your bump image you want to add.
The bump 2d node is also where you can set your bump depth.

hope this helps a little .