When I started modelling, I began with editing existing warcraft units, like making Arthas weaponless. You can do this with Oinkerwinkle's Vertex Modify, just google oinkerwinkle tools.
You can also mix units with Oinkerwinkle's Geoset Merger (for example make a Footman with a Knight head)
If you want to make a totally new model, you should get a real modelling program.
There's GMAX, a free modelling software, just google gmax.
It's free, but I personally don't like, but others do.
I'm using Milkshape 3D, an easy program, that costs 25$, but it's totally worth it.
You can google milkshape 3d and get a 30 day trial to get to know with it.
Well, the best tool for making models is 3DSMAX. but it's VERY expensive, more then 300$.
I suggest you to get the Oinkerwinkle tools, do some model edits and then try Milkshape 3D.
You find lots of tutorials in the tutorial section, for example using the oinkerwinkle tools.
If you like GMAX, check this tutorial:
http://world-editor-tutorials.thehelper.net/magos.php
Greets chilla_killa