Open the Hypershade (Window > Rendering Editors > Hyprshade).

This is where textures and materials are created. If you're not sure how it works, try taking a look at my Hypershade Overview at my site (address in my sig). Once you have a material ready to be applied, there are many ways to apply it to an object.

With the Hypershade open, you can middle mouse click on your material and drag it to the object you want to apply it to.

OR

Select the object, and in the Hypershade Right Mouse click on your material and choose "Apply Material to Selected" to apply the material to the selected object(s).

OR

Right Mouse click on your object and select Materials > Existing Materials > choose from the list.

Hope some of that helps!