I'm surprised that you can model this fantastically and have no experience with bump or normal maps. Basically they are maps which tell the light shader how to render a pixel on geometry. When made correctly, these maps can make a flat surface look very detailed.
There are three main maps which do this: bump maps, normal maps, and displacement maps. All three have their own good uses. Bump maps are primarily for course surfaces like dirt, metal etchings, or cloth stitching. Normal maps are for details that should be a bit smoother like the armor components on your solider. Displacement maps are a little different in that they change the hight of the pixels on geometry. The surface will not be affected, but when you render, the map will make the surface appear to have been actually modeled.
Bump maps and displacement maps are black and white hightmaps, while normal maps are colorful. They use different colors to give a greater amount of depth to details, but can be a less presice. You can use all of these maps ontop of eachother, and all on the same model.
As far as materials, you are probably going to want to invest into Dark Tree. It would probably be your best choice for creating a fabric texture on the cloth parts of the model. It's great for a lot of textures, but you'll need someone with more experience to give you a description of how to use it.