I know about Importing Models, But thanks for reminding me though.
The only thing now is bothering me are importing Custom Skills in a Custom Unit.
Do you mean custom spells most likely here from Hive or other wbesites? if yes, quite complicated if you are not yet used to WE but here you go:
First, open the map with the spell, most likely if you download spells, it is in a form of map where the spells is contained in it. Second, open Triggers and you must know how to Copy/Paste triggers. Find the triggers with the spells and one by one Copy/Paste them, right click a trigger and click Copy then open your map paste it and open again the map with the spells and Copy again the other triggers and paste on your map again and so forth... It takes a bit of patience to do this actually. Now, if you are sure you copied all of the triggers needed for the spell, open Object Editor then if there are units related to the spell used, it is strongly suggested that you Copy Paste them also to your map, same goes for the Abilities, Doodads/ Destructibles and more....
Tutorial: Spell Importing
BUT if you mean giving a custom spell, created by Object Editor to a unit, quite easy, find the unit you want to give it then find on the unit at Object Editor the field,
Abilities - Normal if you are giving a Unit or Item Ability but if hero it is strongly suggested
Ability - Hero but this field only appears at Hero Units AFAIK.