jMonkeyEngine supports various kinds of textures:
UV Mapped textures are professionally created textures that look like sewing patterns. Take your time to learn how to create them in your model editor; you will most likely use them in your games.
MIPmaps (MIP stands for "multum in parvo," meaning "many in one") provide several different levels of detail (LODs) for one texture in one file. Depending on how close (or far) the camera is, the engine automatically renders a more (or less) detailed texture for the object; this improves performance. jMonkeyEngine generates MIPmaps internally for all textures when a texture is sent to the GPU. This optimization happens "behind the scenes"—you don't have to do anything.
Seamless Tiled textures are very simple and are commonly used for simple objects such as walls and floors. When texturing a wide area such as a wall, you don't load one huge picture of a wall. It's more efficient to repeat one small picture of some bricks...