[Vince]

I don't know if it's different for weapons but normally when creating a new object you would create a new texture dictionary in TXD workshop and you would import your textures there. The same textures that you added to the material library in 3DS. Then you click on rebuild and compress and your TXD is done.

Also be aware that in the case of weapons there are certain dummies that must be present that determine where the character holds the gun and where the bullet originates from.