Oh dear, I think you're a little lost in the complexity of 3ds Max. 3ds Max is not designed for FSX modelling, it's a lot more general-purpose than that: models built in Max may be used for FSX but must be built especially for FSX.
An FSX model uses a 3D model built to suit the simulator. That model is coloured/skinned/painted/textured to suit the simulator using .DDS textures which are mapped to the model. That doesn't mean just applying a UVW mapping modifier to the model's objects - it means how the textures are arranged on the model has to be worked out first. There are some automatic mapping tools in Max, but I recommend not using them at first: learn how to map your model manually or you'll never understand what's going on.
3ds Max can apply special materials to objects and then render a 3D representation of your work with lighting, shadows, reflections beautifully worked out in the picture. This is where Arch & Design materials really come in and artwork or movie sequences can be produced with the software: it's what it's really designed for. These gems of art are perfectly useless for FSX which doesn't use Arch & Design or any of the other Max material options. Artwork has to be mapped and rendered to texture files which are converted to .DDS before FSX could use them.
Learn to map your model, produce templates which can be painted (manually) and get these converted to FSX-compatible .DDS textures. Then you'll get results in FSX.