For Blender Internal add a Material to the table, then just click the little Circle icon to the right of World.
For Cycles (this sounds like a lot but it's also just two clicks, I just described it in detail):
Add a Diffuse shader,
connect an Image Texture to the color channel; ideally in Node Editor (you're going to love it once you learn it) but for right meow you can click the little box next to the color and choose Image Texture
Either click Open and browse to the file, or because you added it to Texture panel you can click the drop down menu and select "Texture" (that's a shit name, ALWAYS name your shit, name everything)
You should really use Cycles, even though BI is "faster" by default you can make Cycles just as fast by setting it up properly but without getting BI's weird unrealistic renders.