Prontera's house (as well as all RO models) already have an UV map configuration. For example:
Obviously, any model you create in Max MUST have the UV map configured, so you can create a texture that fits the model properly. Headus UV Layout is a program that lets you load an OBJ (model) and easily cut the mesh to make a 2D plane containing all the mesh (see right window in the example).
Once you have the UV texture, I recommended (though it's not obligatory) to do a 'render to texture' with an Ambient Occlusion material, so you will get basic information of illumination.
Once you have got your UV map with the shadows and lights information from the AO map, you have to start drawing your texture in Photoshop. You can get some material textures from google (there are tons of sites with nice textures to use in your texture (I wouldn't copy-paste them, only get some detail from them for some textures, such as metal or cloth, and put them with low opacity).
If you make a house, of course, you will have to draw the windows and doors of the house, even if you model them. I wouldn't add more polygons for a window to be honest, drawing it will be better (you can still make a high poly model and project it on the low poly to get extra info, but that's only if you like modelling more than drawing).