Here what you can find on this page:

Embedded Textures (3dsMax)
Changing Embedded Textures without 3dsMax
Embedded Textures (Zmodeler3)
Using materials from other ydr (3dsMax)
Saving/reusing shader settings (3dsMax)
Embedded collision (3dsMax)
Embedded LOD (3dsMax)

#DR contains embedded textures or can use external textures from #TD - texture dictionary. 
(more info about external textures: here)
To embed textures in 3ds max select Material Editor in GIMS, Options in material then check checkbox embed:
(if this checkbox will be unchecked #dr will use textures from #td)

To change embedded texture in #dr without 3dsMax use OpenIV to export #dr into .odr OpenFormats:

You will have name.odr file and folder with same name like odr:

Inside that folder will be embedded textures in .DDS format where you can change any texture like you want. 
Iportant thing is that new texture must be named same as texture that you want to replace.

To add new texture with new name you need:
Add new .DDS texture to odr folder
Delete old texture
Rename .otx file that has name of texture that you want replace with new one to name of new texture:

Now edit renamed .otx file with notepad and replace old texture name with new texture name:

Now open .odr file with notepad and too replace old texture name with new texture name:

Now import .odr into OpenIV and you can see embedded texture for new one with different name was succesfully changed:

To embed textures into #dr in Zmodeler3 you need to name group same as main #dr node. Also you need to add .ydr at end of group name in Textures Browser:

You can reuse materials used in other #dr. To do that you need first export materials from one #dr and save them to .GVEML file (all materials will be exported):

Now in second #dr you need to import all previous exported materials:

If you want to use specific settings for shader (for example same as in vanilla object shader) or want to save your settings for shader first you need to export it into .EGVM file then import it into selected shader:

YDR contain embedded collision or can use external #BN static collision (more about #BN here)
In creating embeded collision important is hierarchy, flags and Unk VertOffset

And heres example how to create #dr with embedded collision and textures ©Rarefacer:

#DR can contain embedded LOD or use external ones in LOD parenting (more about LOD parenting here)
Heres tuto how create embedded LODs:

Make sure that each level of detail has reduced amount of vertexes and polys. Dont just copy meshes with same amount of details cuz theres no sense for LOD. Use ProOptimizer for example:
high mesh 25000 vertexes
medium mesh 18000 vertexes
low mesh 8000 vertexes
very low mesh 5000 vertexes
Above is just example dont use it as reference! Its just to show how much vertexes will be displayed when LODs will be switched and if you will have same amount of vertexes for each lvl theres no sense for LOD cuz it will be displayed same amount of vertexes.