What are all these texture files?
There are 3 kinds of textures: Diffuse (a.k.a. "color map" or just plain "texture"), normal map (a.k.a "bump map") and glow map.
Each model must have two textures...a diffuse texture and a normal map. (Menu/2D items do not require normal maps)
The diffuse texture is how the object is painted...it wraps around the model based on the defined UV map of the model. The name of the texture and its path is controlled inside the NIF file using the texture path. If the texture cannot be found using the path inside the NIF, the game may crash or the object will appear pink. To update the path, please read this tutorial: How to fix hard-coded texture paths in NIF files.
The normal map is how light reacts to the surface of a model giving it fake bumps and groves with high areas being lightly colored and low areas being darker which is controlled by the values of the color used (typically a light violet/blue color). There are many methods and tools to create normal maps. The preferred method is the use of a high resolution model that can be used to "bake" the details into the normal map of a lower-polygon model inside programs such as Blender and 3ds Max. Normals can also be created from the texture files alone. Plugins for 2D image editors like Photoshop, GIMP and Paint.NET can be used to create normal maps however, a specialized tool called CrazyBump can aid in the creation of normal, specular, displacement and occlusion maps. To get a better understanding of what normal maps do in-game, take a look at CrazyBump's intro movie: Creating Materials with CrazyBump. The game engine automatically determines the name of the normal map by using the name of the diffuse texture and adding "_n" to it. Example: Helmet.dds --> Helmet_n.dds. The game can crash if the normal map does not exist...or it can render the object invisible. The specularity (amount of light reflected) is controlled by the alpha channel of the normal map which is why normal maps are always exported in DDS format that retains alpha channels such as DXT5 format.
The glow map controls the color and intensity of the glow on the surface of the texture. The game engine automatically determines the name of the glow map (if it exists) by using the name of the diffuse texture and adding "_g" to it. Example: Helmet.dds --> Helmet_g.dds. You could make an object glow by controlling the material settings inside the NIF but that would cause the entire object to glow. Using a glow map allows you to make just certain parts glow. For more details, please read Glowmaps 101.
Each texture might make use of the alpha channel which is a black-n-white only (or shades of gray). What the alpha channel does depends on what it is used on in the game and which texture it is in. For example, the use of the alpha channel of the diffuse texture to control the amount of transparency of the object (such as glass) but the NIF must be configured to utilize the NiAlphaProperty. The alpha in the normal map controls the amount of shine on the material when light is cast on it. A black alpha channel looks like a very dull material like wood but a white alpha channel makes the material look very shiny / reflective. There are other tricks you can do to make use of special materials to make an uber-reflective materials...Reflective metal
Even though this tutorial was created for Oblivion, it should hold true to Fallout 3 as well since it is the same Gamebryo engine. The reflective metal technique might be a bit different for Fallout 3.