You have to use a very specific folder structure for making custom website templates - the designer guide
describes it. I'll assume you're registered your theme and put your assets for them in the folders the designer guide mentions.
Put all of your master pages in the appropriate folder, then add them as page templates in Sitefinity from Design -> Page Templates. After you've added them, edit each page template. On the far right there's a Theme button which lets you tell Sitefinity to use your theme for that page template (every theme that's been registered is in the dropdown).
Any CSS file you put in the Global folder of your theme will automatically be added when that page template renders. If you have CSS files that don't apply to all the page templates, put those in the CSS folder instead and use the widget to link to those.
You'll need to use the JS widget on each of your page templates to link to your JS files.
This is how I've set up my page templates and it's working fine. You only need one place holder for the CSS / JS widgets, and it can be anywhere in the master page. Hope this helps!