If I'm not mistaken, you must have the frozen throne in order to import, but at the top of the screen there is a little icon with a piece of paper and a green arrow. click on that. once in that import screen there should be another icon just like it, make sure the arrow is pointing left, click on that and go to the folder containing your model/ textures. rename them depending on which folder they're in for example:
war3mapimported\billybob.mdx
Textures\billybobface.blp
\billybobportrait.mdx
billybobbobdy.blp