Make sure the model is UV mapped. accurately. Make your texture. (must be .bmp)
Then, on the top bar, go to Window -> Outliner. A box will open that we will use later. It lists materials and textures used in the model.
Create a new material. (right click in the model area with nothing selected, then click Material in the menu. It might be under the More tab.)name it "texture", but the name isn't important. Hit OK. The material's properties aren't important for now, so just hit OK.
Select the new material in the outliner. Right click, then choose Edit Material. The material properties window opens.
Expand the POV-Ray options menu
Expand the Texture submenu
Expand the Normal submenu
In the dropdown box, choose Image
Hit Browse, then locate the image for your texture.
YOU HAVE NOW ASSIGNED THAT IMAGE TO THAT MATERIAL!
Now select all the faces using the texture at once. Right click in the model area, and under More hit Material. You have assigned that material to those faces, and the material carries the texture.
Redo the UV map if it looks bad
Before you export to .msh, be sure to make the texture internal. (otherwise your mesh output will look for yourtexture.bmp.dds
) Right click the image in the Outliner window, then hit Make Internal. This (in my experience) does not effect the image on your computer.
Hope that helps