When you say import, do you mean, to stock maps? Or to your own maps?
Once you have a tga or jpg you want in YOUR map, you'll need to make a custom shader. Then the textures will show up in Radiant and you use it normaly. Don't forgetto include them in your pk3.
Changing textures in stock maps requires a little bit more dangerous proccedure (you have to rename the tga exactly like in the game, causing ALL maps to be screwed up...)
And welcome to .Map

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