Models are seperated things from warcraft 3.
Import a model (make sure to also attach any textures included with it)
Now change its path, go to the original page where you downloaded the models and see if you can find any active (green) textures. If there are none, importing the model is all you have to do.
If there is some texture(s) import them and read the path which was said on the page. For example Textures\Blademasterflag in green, import it and follow the path.
Go to object manager and assign the model(s) which is needed for the unit. You can't add more than 1 model to a unit (special effects via triggers will be required then if needed, for example you can't just attach a imported sword to a imported villager)