When you import a model, it has to look like this:
war3mapImported\ModelName.mdx
Mdl cannot be viewed in warcraft 3, unless they are a model from the engine itself, so it needs to be *.mdx.
If it is a texture *.blp file, up to the author's defined path, you need to either import them as
TextureName.blp (meaning you need to remove the "war3mapImported\" or
Textures\TextureName.blp (meaning you have to replace the "war3mapImported\" with "Textures\"). Read some tutorials on importing stuff.