You need to post more detail on what you are trying to do.
If you are just trying to make a texture like cloth or wood to import into Alice, you don't need Blender - just do what x2495iiii says. .png is the preferred format and transparency will work. Apply the imported texture at the lowest sub-object in the heirachy you want to have that texture (say the stock of a gun or a character's shoes) or else the whole object will get it. If it is a highly patterened texture, you may have to play with the image size to get what you want (you can get some rough ideas by extracting the existing texture and looking at relative sizes there).
If you are trying to do something like a face, you will have to do something called UV mapping to map the 2D texture to the 3D surface of an Alice object. For this, you will need Blender or some other 3D modeling program - and
also a mesh for the object that the program can read (I haven't found anything that can read .a2c files directly
). The details for doing this vary from program to progrem - and in general it's a fairly complex process. I suggest you look for tool-specific tutorials on the subject.
If you are using an existing Alice object, you can also avoid the UV mapping step by extracting the existing texture from the .a2c file (details posted elsewhere in the forum) and then editing it. You are still stuck with the existing 3D mesh, however, so this approach is somewhat limited.
Good luck.