You should be using .w3d and .dds, unless this is an infantry. More efficient this way.
Anyway, the texture file has to have the same name that the texture you applied to the model in RenX has. So, if you apply sometank.tga to your tank, and export the tank as tank1.w3d, it will work as long as the texture file in the Generals directory is called sometank.(tga/.dds)
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