"I need to get past step one and that's applying the texture I've made to the figure... how do I do this?"

Ok, I'm not very familiar with P5, I mostly use P4, but I think this is how you do it. Hopefuly someone will correct me if I'm wrong.

1. With your figure loaded and selected in P5, go to the 'MATERIALS' tab.
2. Select your figure as the 'Object'.
3. Select a 'Material' you want to apply the texture map to.
4. Left click on the name of the current map, you may have to drag the box to the left to see this field.
5. 'Brouse' to the location of your texture map, select it and click 'Open', click 'OK' in the 'Texture Manager'.
6. You can now RIGHT click on the name of the texture map and select 'Apply to all', or repeat steps 3 to 5 to apply the map to other individual materials in the figure.
7. When done applying the texture map, change back to the 'Pose' tab.