OK I found what to do.
Though there is still a few issues I'd need to clear out.
At first I had some of the textures working, like some bricks on the intro's bridge and Link's mail cloth. All the rest was still the old textures.
-It worked only on the older, INSTALLED stable version of Dolphin 4.0.2 I had on my PC.
-Textures still aren't loading in the latest, not installed build I downloaded, nothing.
Then I saw this post on NeoGAF: http://www.neogaf.com/forum/showpost.php?p=47999978&postcount=9947
-I deleted the game's RZDE01.ini in Program Files/Dolphin/Sys/GamesSettings
And then, BINGO! Everything worked out! That even if all the textures were in separate folders, I feel the need to say it because I lost a lot of time doing it (Taking all the file from the folders to put them all in a single place) for nothing. I don't want others to waste their time doing the same thing.
AnyOldName3: All texture packs seems to have the textures in separate folders, I got the one from Xenoblade too and it was the same thing! I did the same thing than with Zelda and it worked for Xenoblade too. You may know more how Dolphin's Texture Cache works than me, but you were clearly wrong in this case.
Now let's talk about the newer version I'm using, Dolphin 4.0-1857:
-I tried deleting the game's .ini in the same place but no result.
-There's a message that was in the installed version that disappeared after I deleted the game's .ini that was still there in the newer version: Here's a screen I took.
http://i.imgur.com/4Ym1aXm.png
So...what's going on? Reading these three 'notes', my guess is that, to load textures, the version of Dolphin used absolutely needs to be installed (with textures being in 'Documents') or it will ignore any direction you'll give it concerning textures...
But hey, I am no dev, so I guess one of you could shed some light on this mystery of mine. I'm glad I managed to make it work in the long end though.
If these really only work on installed version though, BOY I can't wait for 4.0.3!
Though there is still a few issues I'd need to clear out.
At first I had some of the textures working, like some bricks on the intro's bridge and Link's mail cloth. All the rest was still the old textures.
-It worked only on the older, INSTALLED stable version of Dolphin 4.0.2 I had on my PC.
-Textures still aren't loading in the latest, not installed build I downloaded, nothing.
Then I saw this post on NeoGAF: http://www.neogaf.com/forum/showpost.php?p=47999978&postcount=9947
-I deleted the game's RZDE01.ini in Program Files/Dolphin/Sys/GamesSettings
And then, BINGO! Everything worked out! That even if all the textures were in separate folders, I feel the need to say it because I lost a lot of time doing it (Taking all the file from the folders to put them all in a single place) for nothing. I don't want others to waste their time doing the same thing.

AnyOldName3: All texture packs seems to have the textures in separate folders, I got the one from Xenoblade too and it was the same thing! I did the same thing than with Zelda and it worked for Xenoblade too. You may know more how Dolphin's Texture Cache works than me, but you were clearly wrong in this case.
Now let's talk about the newer version I'm using, Dolphin 4.0-1857:
-I tried deleting the game's .ini in the same place but no result.
-There's a message that was in the installed version that disappeared after I deleted the game's .ini that was still there in the newer version: Here's a screen I took.
http://i.imgur.com/4Ym1aXm.png
So...what's going on? Reading these three 'notes', my guess is that, to load textures, the version of Dolphin used absolutely needs to be installed (with textures being in 'Documents') or it will ignore any direction you'll give it concerning textures...
But hey, I am no dev, so I guess one of you could shed some light on this mystery of mine. I'm glad I managed to make it work in the long end though.
If these really only work on installed version though, BOY I can't wait for 4.0.3!
