Cars and Cars: Mater-National
Materials are text-based files that the game code and models reference for textures. Note that neither actually references a texture, but they reference a texture's config file (XNM) that will in turn reference the texture and apply any shaders to it.
MST files are used by the game to store all of the texture config file references. These ensure the game loads only what's referenced and no extra, unused files. Every car material config file must be referenced here for the game to display the texture.
XNM files are what the car models will look for to display the texture. These are text files which not only reference the actual texture, but load shaders for it, any additional textures (like a gloss map), and set alpha blending attributes. The name should match the internal names of the model file (ex: inside the model we find McQ_body >> the XNM will be mcq_body.xnm).