Hi,
You can drag and drop textures into a Rhino viewport to make materials and environments from them or use the Materials or Environments panels to make new materials/environments and add textures to them. With the physically based material in Rhino 7, you can also drag and drop a Zip folder with textures for a PBR into Rhino and make a PBR from them automatically. Rhino does a best guess on the texture names to load them in the right spots but you can edit that too on import.
Here’s a webinar on working with materials in Rhino 7 that may help too…