The first step must be, before we are going to start painting the textures, to define the layers of the materials. Select the Elements tab (F7) and click on the first tab called Layers. Click on the grey triangle was shown on the picture.
I have created a second layer and assigned a texture as a bump map. You can see on the picture how the bump map affected the surface of the geometry. With this visible feedback we have great opportunity to paint displacement maps as well.
Also a good feature is the chance to change the properties of the assigned material. On the second tab in this row (looks like a checkered flag) we can see all the materials of the scene. Clicking twice on them can reach the properties box. If we make the color darker and the shininess much brighter on this tab, the bump-displ effect will be lot more visible.