The model importing tutorial should have told you everything you needed to know.
But, I'd tell you how to import models then.
1. Download the model.
2. The model should be in a
.zip so you'd need a zip archive program to open it.
www.winzip.com
Open it up and extract everything to a destination.
3. Open up your map.
4. Go to Import Manager [F12]
5. Import everything you got from that model into your map.
6. The
.mdx (models) should not have its path changed.
7. The
.blp (textures) of the model should have their path changed. Go back to the page where you downloaded the model and look up the paths to know which uses what path. The ones you got are in bright green.
8. Double check you made sure every path for the skin is correct.
9. Apply the model to a unit you desire. WE will show up the model as a checkered box when you place it on the terrain. Ignore this for now, WE hasn't recognised the model yet.
10. Save changes, close and open back the map. WE may still not recognise it as custom models take a while for WE to recognise. The model
should work in the game now.
I hope you find this useful.