if you use the right dae maker, it'll apply the textures automatically if they're defaultly named images in the same folder.
otherwise, you can apply a texture either by dragging it straight from the file browser onto the model in 3ds, dragging it into a material slot (press "M") an dragging that onto a model part, or by taking a material slot, going into its maps, and setting the texture as the diffuse color map. you can do this by either dragging or by selecting the "none" box, selecting "bitmap" and using the file browser to find your image. check the little checkerboard box icon in the materials window if your texture doesnt show up.
the uv mapping is already set for each item and will apply the image correctly. turn off any inherent maps in the texture, like metal and shadow and stuff, that could interfere with seeing your texture. you'd have to do a bit more for transparency
then you can have fun and copy the map into other maps for the texture, like bump map and such, bump up the values and render it out.