Check the tutorials at the top of the modding pages, that should put you in the right direction.
The Col (collision) file tells the game the physical boundaries of defined objects like cars, buildings, etc.
To "paint" the car, the model needs a texture (TXD). This file contains the texture maps used in a model, like doorhandles &
the grill of a car, signs on a building, etc.
Reed the tutorials & you should get the idea.