for starters, the texture has to come from outside anim8or, obviously. either download it, or make it yourself in a program of your choice - MS Paint, Photoshop, GIMP, whatever floats your boat.
http://www.cgtextures.com is a good site for texture downloads.
once you've got the texture file sorted out, and saved to an accessible location on your hard disk, go back into anim8or, and in the materials editor, there's a little button next to the Diffuse setting textbox, with "..." on it. click that, and it'll load the textures window. click 'load texture', browse for the file, OK it, and give the program a moment or two to load it into the project's textures list. once it appears in the list, click on its name, hit 'OK' to exit the textures menu, and voila. you (should) have a texture!
hope that helps
- colclough