For the "On a Pedestal" Venus Statue there are 4 textures : the base, The Finish, The shadow, and Finish-Bump. What is the Finish-Bump texture? And since there is already a texture, can I add a subset (glass) and link it to that texture? There are already 2 subsets with textures (the base and the finish). If not, what do I do with this extra texture when cloning? Thank you in advance for your wisdom.

That sounds like it's the bump map. You can just remove it. In that case, you should delete all references to it, including the textures, material definitions and so on.

What is a bump map? and what about the subset? can I link a new subset to this texture?

A bump map is something that gives the surface of the mesh a "more 3D" look, like giving the impression of a pattern being engraved or popping out of a surface (not all video cards are able to display bump maps, and you may not see the effect even if an object does have a bump map). I'm not very familiar with dealing with bump maps in objects, but my understanding is that you need to use the Unimesh importer for Milkshape to make it work, it won't work with the "regular" import. A subset that uses a bump map still needs a regular texture, too, so making a subset use just the bump map doesn't make sense.

Thank you very much for all your answers. You are very helpful and appreciated.