Need to bake my maya material?

[Amnesiaplayer]

I want to create my own things.
I'm not REALLY good, but pretty good.
Like I can do some decent things.
But The export didn't work for a month. and the reason was. I used a png file -_-
And that doesn't work in hpl2....
But yeah, later on, I created a Machine. First, I assigned a new material on it, Just the texture (WITHOUT UV TEXTURE EDITING) And it worked. but as you know, without uv texture editor, your objects will look like shit xD
So I didn't know any shit about uv texture editor, but now, I do (first of all, I think I do lol)
And yeah I used it. and I was so happy, that this worked... Soo happy..
But then. I exported, and when I opened in the modelview, It showed, but then without the uv texture editing, so it just shows me what it showed me the first time (ugly textures)...
So, to fix this, do you need to "Bake" textures?!
(After Uv texture editor etc)
If yes, I can't find a good "bake" tutorial on youtube, most of them are "lights" etc...
And you can't use "lights" since hpl2 doesn't support the one from maya...
but yeah, questions is: Do I need to bake my texture for "uv texture editing"?
Btw, if there is someone who can help me a bit about Maya, and modelling etc..
Please help me out, Really want some new things.. I really don't want to stick with the orginal one, of amnesia. Since there are million(a lot) of custom stories. with the same things. already...

Btw, How do you create own particles?!
Where do you even create them? In maya?
I really need fast moving 5x5 fog, trying to build up a skyscraper for my custom story...
(Where I am indeed working on custom models)
Sorry for bad English