Those maps are applied the same way you apply a texture. Except you need to have it set as 'bump' 'spec' etc. Basically the entire texture has different 'layers'. You have the colour layer, which is the texture you paint. The bump map is a gray scale layer. The way this works is the darker the gray (white to black) the deeper the 'bump' and the whiter, the higher the 'bump'. So if you have a white square with a black grid on it and assign that as the bump map, when you render your model you will see a grid on your model, and where the black lines were you will see defined indents.
Other maps work in the same way, with the gray scale controlling other paramters (eg. reflection). Check this page http://www.elysiun.com/tutorials.php?id=4 , it should help you understand.
Yeah, just get a greyscale image (can just take any picture and turn it into greyscale in photoshop), then apply that as the bump map and render. That's pretty much it, you'll see clearly what happens.