No reason why he would use MdlVis if he already has the best tool you can use for wc3 modeling.
Whenever you are about to UV map something, select all the polygons of the mesh, drag the material onto your selection, and then find the UVW unwrap modifier as i assume is about as far as you have gotten. Now, you will see a drop-down box to your top right that says "---" in it. Click it, and select "choose texture". there, you can browse among files and choose your background. If you had applied the material unto the selected polygons right before you added the UVW, the texture would be shown as background by default. To work the UV editor, you have a set of different tools under "mapping>normal mapping" to map from different directions. Selecting a bunch of vertices and pressing "d" will disconnect them so that you can map them separately. "unfold mapping" will cause your UV to unfold in a way that allows all surfaces to have the shape they would have if they were seen from the front, which can be good if you are mapping the outside of a cylinder and such. It is less useful for irregular shapes that are concave or bend in other kind of ways.
If your background turns black when you choose it, you can go to "show options" at the bottom, and set "brightness" to 1.
If you are using several textures, then each texture must have it's own geoset (since one geoset cannot have several textures). In 3ds max, you can break off a piece of a mesh into it's own geoset by using the "detach" tool on a group of selected polygons.