If it's just a .mdx model, you can just go to the import editor and import your model.
Then, find the unit using your model in the object editor, and go to its model file field (it's near the top under Art - Model File or something).
From there you can do "custom" and type in the path to your imported model, e.g.
"war3imported/myModel.mdx"
Or you can try to find it in the drop down list.