whew....for not knowing how to uv map, you have a lot of intricate pieces to deal with here.
First of all, the tools are slightly different depending on which program you are using. Looks like this is 3dsmax but I'm not sure..
Just do a google search, there is information everywhere about this stuff. It took me 30 seconds to find this:
that might be a good read to get you started on this.
One piece of advice I can give though....if you have a lot of parts that are duplicated meshes...only unwrap it once...then copy/paste once its unwrapped.