DDS files are textures. They are similar to BLP files which are also textures. Importing them should be exactly the same.
MDX files should still be MDX files although reforged ones will use extra data structures for the reforged visual features. Importing them should be exactly the same.
Reforged models might take advantage of multiple texture layers, representing different texture metadata and effects. In this case you will need to import each file at the appropriate path for the model. Classic models will still use just a single diffuse layer which can be imported the same as always. Both DDS and BLP are supported for classic models, use the format the custom model provided the texture in.