and from there it makes no sense as I see no objects when I switch views to UV/Image editor. Only a grid.

Yes I know all about the lost feeling you get when trying to learn Blender.
1. In the 3D view select your object
2. Select UV Face Select Mode (press F)
3. Switch to UV/Image editor view
4. At the bottom of the UV/Image editor you select Image->Open...
5. Select an image and voila...
There are a number of Blender tutorials explaining UV mapping. For instance
http://blenderartists.org/forum/showthread.php?p=935388Hmm, I don't see anything wrong with what you're doing.
You might have a look what's inside your world.zip file. It's not that difficult to follow the structure of the file and it is very educational. I've created a simple map with a plane and a cube textured with stone4.jpg and my world.zip file contains the following:
factories\thingCube
factories\thingPlane
textures\stone4.jpg
world
The world file within world.zip contains a description of the map you created. It lists the materials, textures, camera and light parameters etc. The factories folder contains a factory for each mesh object you created in blender, each of which contains all the information for CS to create a mesh.
Below you find the world and thingCube files for the map I created. You should pay notice to the <material> and <texture> tags in both files. For more information about the contents of a world file you might have a look at
http://www.crystalspace3d.org/main/XMLWorld_Tutorial<?xml version='1.0' encoding='UTF-8'?>
<world>
<plugins>
<plugin name='thing'>crystalspace.mesh.loader.thing</plugin>
<plugin name='thingfact'>crystalspace.mesh.loader.factory.thing</plugin>
</plugins>
<shaders/>
<textures>
<texture name='stone4.jpg'>
<file>textures/stone4.jpg</file>
</texture>
</textures>
<materials>
<material name='Materialstone4.jpg'>
<texture>stone4.jpg</texture>
</material>
</materials>
<sounds/>
<settings>
<clearscreen>yes</clearscreen>
<clearzbuf>yes</clearzbuf>
</settings>
<library>factories/thingPlane</library>
<library>factories/thingCube</library>
<triggers/>
<sector name='Scene'>
<cullerp plugin='crystalspace.culling.frustvis'/>
<light name='Lamp.001'>
<center y='1.07134' x='3.07218' z='3.66705e-008'/>
<color blue='1.0' green='1.0' red='1.0'/>
<radius brightness='1.0'>20.0</radius>
</light>
<meshobj name='Plane'>
<plugin>thing</plugin>
<params>
<factory>thingPlane</factory>
</params>
<zuse/>
<move>
<v y='-2.18084' x='0' z='-7.46471e-008'/>
<matrix>
<rotx>-1.5708</rotx>
</matrix>
</move>
</meshobj>
<meshobj name='Cube'>
<plugin>thing</plugin>
<params>
<factory>thingCube</factory>
</params>
<zuse/>
<move>
<v y='0' x='0' z='0'/>
</move>
</meshobj>
</sector>
<sequences/>
<start name='Camera'>
<sector>Scene</sector>
<position y='4.63004' x='7.48113' z='-6.50764'/>
<up y='0.895343' x='-0.330657' z='0.298373'/>
<forward y='-0.445245' x='-0.654862' z='0.610666'/>
</start>
</world>
<library>
<meshfact name='thingCube'>
<plugin>thingfact</plugin>
<zuse/>
<params>
<material>Materialstone4.jpg</material>
<v x='1' y='-1' z='1'/>
<v x='1' y='-1' z='-1'/>
<v x='-1' y='-1' z='-1'/>
<v x='-1' y='-1' z='1'/>
<v x='1' y='1' z='0.999999'/>
<v x='0.999999' y='1' z='-1'/>
<v x='-1' y='1' z='-1'/>
<v x='-1' y='1' z='1'/>
<p name="0">
<v>3</v>
<v>2</v>
<v>1</v>
<v>0</v>
<material>Materialstone4.jpg</material>
</p>
<p name="1">
<v>5</v>
<v>6</v>
<v>7</v>
<v>4</v>
<material>Materialstone4.jpg</material>
</p>
<p name="2">
<v>1</v>
<v>5</v>
<v>4</v>
<v>0</v>
<material>Materialstone4.jpg</material>
</p>
<p name="3">
<v>2</v>
<v>6</v>
<v>5</v>
<v>1</v>
<material>Materialstone4.jpg</material>
</p>
<p name="4">
<v>3</v>
<v>7</v>
<v>6</v>
<v>2</v>
<material>Materialstone4.jpg</material>
</p>
<p name="5">
<v>7</v>
<v>3</v>
<v>0</v>
<v>4</v>
<material>Materialstone4.jpg</material>
</p>
</params>
</meshfact>
</library>