Step 1: Create a single "prim" in the shape of a box
Then click on the radial button labeled "Select Texture"
You will notice that each side of your box has a white circle with a plus in the middle.
Step 2: Apply a texture to a single side of the box
Click on the box labeled Texture in the object dialogue box
Your inventory will automatically open allowing you to select whatever texture you would like to apply.
Choose a texture from your inventory and click select.
Step 3: Select a new side of the box
Step 4: Apply a different texture to another side of the box
Step 5: Rotate your box and select a third side.
Rotate the box so that you can see an additional side.