Aye, that's how we used to have to do it. Manually set the path for whatever model or icon or whathaveyou that you want to add on the object that you want to use it, and then import the file to the map using WinMPQ.
Bear in mind that when you open the map in WE later and save it, it will eliminate any files that you've added, so the last thing you have to do whenever you save the map is re-import all the imports.
Pain in the arse, eh? Let me tell you, I was ecstatic when TFT came out.
I don't think WEU for RoC can do that since it is an added feature for WE. I think, correct me if I'm wrong, that it is only usable with TFT due to the features such as the map size and the Advanced Triggers.
This process will let people with the limited RoC editor create maps that are TFT-editor quality. The nicest thing about this is, your map won't convert to TFT, even if you use TFT-labelled things. You can even make your map that has been converted to TFT a RoC map by labelling the TFT things as RoC things