If you want to add textures to the 737 for example you'll have to create another texture folder. If you are using FS2002, there will already be 3 texture folders, you'll have to add another one with the BMP files in it.
In the 737 folder, there is already 3 texture folders called texture, texture.1 and texture.2. You'll have to create a folder called texture.3 or anything else as long as the texture word is there. You could call it for example texture.United.
This also means that you'll have to add some lines in the aircraft.cfg:
[fltsim.3] <-- means that this is the 4th 737
texture=3 <-- link to the texture folder named texture.3, where you put the texture files
Hope this helps