It depends on how many parts your model has... Most models consists of various parts... these can all be assigned a texture.. You bring in said texture as a jpg file for each part... The other headache is mapping... If it's a very precise texture, one that outlines the shape or curvature of a particular model part, you have to use something like UV mapper to map that texture to that part of the model... When you say you can paint on different areas of an object in zbrush, are you saying that you can import a model and then paint it?? Can you then export it with the textures you've painted?? Cause that would solve your problem right there...