I can help you there both.

First make sure you got the latest version of wings (0.98.20c stable atm).
\'Normal\' texturing in Wings3D:
Go to File -> import image and open your image. Make sure you got the materials set for your model.
Now, open the outliner. Window -> Outliner.
In the outliner window, click on your imported picture, then drag it over the correct material. A window will pop up, click diffuse. That\'s it!
UV-mapping in Wings3D (which is what you would want to do

):
When you finished your model, select the object. Right click and select UV mapping.
Select all the faces of the model in the AutoUV window. Right click (Segment by -> projection). Right click (Continue -> Projection).
Right click Create texture (in the AutoUV window). Check draw border edges and press OK.
Don\'t check Use face/vertex color on border edges, because there still is only one color on the model and you won\'t see the edges.
Now close this window and go back to the outliner window. Select tha latest (or only) diffuse picture (could be diffuse, diffuse2 and so on). Right click and export... it to a location.
Edit the exported picture any way you want and make sure you also use the edges to paint your texture on.
Now go back to Wings3D and import your image again (diffuseX.X).
Open the outliner window and select your image. Now drag it over the latest
_auvX material (example: drag it over cube1_auv). Select diffuse from the pop up requester and your done!
As you see it is actually rather easy. Now have fun!
I quickly made this:
http://home.planet.nl/~eetge000/3dModels/example.png