I’m a complete beginner at this. So, how do I get downloaded texture file into 3DS Max? 
I’m attempting to make a headlight. I’m here ATM:
Thoughts?
Thoughts?
To start with, headlights are quite a b*tch to make if you are a beginner. Haven’t you noticed a lot of modders here haven’t yet made one 
?
You better start off grilles!
The headlights require materials to be added. Press ‘M’ and it will open the material editor panel. If you used Daffy’s example file, the correct materials should already be in there. Now select the object (or parts of it with the Polygon editor in the Edit Poly modifier) and assign them a material, or set their ID in the list on the right.
Make sure you check out Daffy’s tutorial as he explains (I believe?) or check out my live 3D model build here: youtube.com/watch?v=Dsaz8Tk7xyY
EDIT: I also see a nasty spot in the pointy top of your model. Make sure that doesnt get cluttered. Also avoid making triangles in the wireframe!