Here’s a very clear video showing how to create textured 3D objects with complex shapes.
From the YouTube description:
We propose a method to fabricate textured 3D models using thermoforming. Differently from industrial techniques, which target mass production of a specific shape, we propose a combined hardware and software solution to manufacture customized, unique objects. Our method simulates the forming process and converts the texture of a given digital 3D model into a pre-distorted image that we transfer onto a plastic sheet. During thermoforming, the sheet deforms to create a faithful physical replica of the digital model. Our hardware setup uses off-the-shelf components and can be calibrated with an automatic algorithm that extracts the simulation parameters from a single calibration object produced by the same process.