Ok, simplest way to show how it's done;
I wanted to make a model of a railroad sign, first I made the model, just cubes of different sizes put together using the 'Combine' tool
- You can easily UV map an object if it is one whole connected model, but I find it easier to combine it, as you won't have to UV map the joining, or bridging pieces.
I then made a texture using photos:

Then, I select the face I want to texture:

And click 'UV Mapping'
A newer, smaller window should appear, with just the faces you selected showing:

Select the face, click the line tool at the top. All lines of the face should now be selected, right-click and click 'Mark edges for cut'. Right-click again, and then select continue and then 'Projection Normal'.

This new window will appear:


Cross of that, then go to File>Import Image and find your texture picture, and click open.

Go to Window>outliner, and the outline window should appear. The image you imported, in my case 'ra.bmp' will be visible in the outliner.

Drag the image and drop it over 'Cube1_auv' and then select 'diffuse'
Note: 'Cube1_auv' will the default name for the first object spawned in wings, you can rename them for ease of use, especially if you're making multi-mesh models.
Select the whole model using the body selction at the top, and click UV Mapping again; this should reapear, remember it?

Position and rotate it so it covers the part of the texture image you want it to show.

X off that and then it should appear like this:

And when it's finished it should look like this:

Note, you can do more than one face at a time, but remember to cut where you want the piece's edge to be.

Any questions? Post here, or PM me and I'll try and adress them
EDIT: Added more info.