Dont know what paint program you are referring to, but dont think you should expect it to automatically create a UV map for you.

The normal way of doing it, at least the way i do it :) is to create a UV map and then export it with the OBJ file or whatever file type you might be using that store UV cords into your 3d paint program. and then paint the figure.

Otherwise you might risk that the UVs are collapsed on top of each other and you pretty much paint randomly with no control of where the colors are going.

But anyway, i dont know what program you are talking about so it might be able to do it :)