Another question, what is a bump map is that different from the diffuse map? What does one usually use to put materials on with either or both?
the maps are parts of the material definition.
A very simplistic way to look at it is that:
DIFFUSE map controls the color
BUMP map controls the texture
OPACITY map controls the transparency
All these maps -together- are part of a "Material" definition. All the settings and specifications of these properties/maps make up what a Material is.
(important definition for the explanation below... "Procedural" is a map that is created from a mathematical formula, rather than from an image. Examples are selections like "noise, wave, etc")
Diffuse allows you to apply colors and/or images to the surface with controls over how light interacts with it to cause shading and reflection, and what not.
Reflection map allows you to actually use an image to act as the REFLECTION of what you see on a particularly shiny object.
Bump map allows you to create bumps and valleys, basically, by creating an image-or-procedural based map where Autocad will take the VALUE (amount of lightness) of the image at a specific point, to control the "elevation" to represent there... whiter areas being higher (peaks) and darker areas being lower (valleys) with shades of grey going between them in amount.
Opacity map will allow you to use a procedural or image to tell Autocad where you want to be able to see THROUGH a surface. Typically these are black-and-white only, and not including shades of grey, but I guess that could vary. Examples are in the "CUTOUT" folder in your "TEXTURES" folder of the Autocad support path. Steel Grating is a good example of where you would use this.
For further details and explanations, this article may help:
http://www.cadalyst.com/cad/autocad/digging-deeper-materials-circles-and-lines-autocad-tutorial-3523