Ok, you need to import in into the editer, then replace the path with the one the high elf swordsman or the Captain uses and it will show up in game. This will replace ALL instances of the captain model though, if you want to replace it on a costum unit only then I don't know.
Look in the tutorials section, i know theres one in there about this.
Also your in the wrong section, this should be in the 2d art section.