DanielJ,
A bumpmap is used to color the surface of a smooth object (like a sphere) so it looks like it has bumps.
Phobos and Deimos shouldn't need bumpmaps. Their models are 3D and have real bumps. However, the models are relatively smooth and would look better if bumpmaps or normal maps could be used with them. As Jens wrote, applying bumpmaps to the surface texture images used for 3DS models is not (yet?) possible.
Also, Celestia does not yet implement "self shadowing". It does not draw shadows caused by the bumps in the surfaces of 3D objects.
The surface texture maps included in Celestia for Phobos and Deimos do have shadows drawn on them so you can see the craters. This is sometimes called a "static bumpmap".
I hope this clarifies things a little.