Materials and shading networks in RenderMan for Blender are built up pretty much the same way as Blender's builtin built-in renderers, using the Shader Editor. However, there are some shortcuts and UI widget differences.
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You can attach materials (bxdf's) to selected objects using the shortcuts in the Object Context Menu:
This will attach the selected material to the selected objects in the outliner. You can also attach a material to an object in the usual way under the material properties 
. Click New:
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