New to Textures

Where can I find a good tutorial on materials and texturing? Do I need to import textures or are they already in Blender? If I create a drawing in another program, like MS Paint for example, can I put that image in blender and onto my object?

Textures are just images, .png, .jpg, .bmp, .gif, whatever image format you wish. So you can use any image editor to create them and import them into Blender.
To put images onto your objects properly, you need to learn UV Mapping, which allows you to spread a 2d image across the surface of an 3d mesh the way you want it.

For tutorials on materials and textures, you can check the relevant section in Blender wiki. Though imo, the UV mapping section is a tad difficult to follow.

Scroll down and check out Cogs tutorials on Intro to materials and procedural textures.