Nobody can answer your question and provide step by step guidance based on what's shown in a couple lousy screenshots. Someone will need to look into your gmax file to tell you what the problem is.
To begin with I see 3 maps listed in the UVW editor which is ridiculous for a simple model like that which could easily be textured with a single texture sheet. My guess is that you're unwrapping a map that is simply not applied to the surfaces you're trying to unwrap.
Here is a simple textured gmax building I uploaded a few years back. You can scrutinize this in gmax and possibly gain some insight:
http://www.cat-tamer.com/flightsim/downloads/some_building.zip
I realize english is not your native language and the video might be difficult to understand but that video is the one I learned from nearly 10 yrs ago, and I believe it's good enough that you could learn something from it with the sound turned
off. You need to at least try.
Words with pictures is exactly what makes up a tutorial, "gmaxSceneryTutorial.doc" in the gmax\gamepacks\fs2004\docs folder has already been recommended to you a dozen times. It
contains words with pictures - many of each. What makes you think
custom words with pictures typed out by someone on this forum will be any easier to understand? Frankly you won't be any more inclined to read those than you are gmaxSceneryTutorial.doc, so anything anyone types will simply be wasted effort.
Jim