how does one add a new texture to the 3ds max folder, where does it go?

I want some new textures and I do not know where to put them, what is the file name of where they go?

You don't need to put textures anywhere specific, since the materials editor lets you browse for the location. However, it's worth creating a textures folder somewhere (there should actually already be one called "textures" in the 3dsmax directory), since the editor saves absolute rather than relative paths.