Do you know any place where I can download some complex scenes or objects so I can study its texture maps and the way how every part of the environment fit together?
You can buy 3d magazines that come with disks of scenes. There's the SDK thread here (mostly characters), Game engine maps, like UDK (tons of folks have released levels for that as well as the included example maps), People's portfolios. The list really goes on here. I'm sure more people will list more suggestions.
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If you happen to have a copy of Zbrush, you should check out this competition that was just posted:
http://www.polycount.com/forum/showthread.php?t=78395
You could use the free tutorial to get your hands on some UDK tutorials for a month.
Zbrush itself has some decent models and is instrumental in the current generation of game art for creating materials and textures.