IF your starting from scratch....well good luck modelling can be very complicated but anyways heres some info to point you in the direction of getting started.
#1 get a modelling program...if you wanna spend some money then i recommend getting 3ds max/but if your like most then just download gmax which is a free program.
http://www4.discreet.com/gmax/
#2 your gonna need some tutorial files to practice with gmax or whatever modelling program you choose...the tutorials for gmax are also in the link above.
#3 your gonna need dex script for gmax or 3ds max to export your model to a warcraft mdl. file for warcraft use. If you want to find dex script go here its being updated at the moment.
http://www.wc3campaigns.com/showthread.php?t=67927 after you get your dex script save it under your scripts folder in your modelling programs directory.
#4 get yogbuls mdl>mdx / mdx>mdl converter. this program takes your finished mdl. file after being exported with dex script and turns it into an mdx file which is a readable in game file for warcraft. An mdl file is still a warcraft model file but its in a form that makes it easily readable by you in notepad so you can make changes yourself by hand.
you can find this tool here...
http://www.wc3sear.ch/index.php?p=Tools&ID=3&sid=
#5 one other tool you may want if you dont already have it is the warcraft3 veiwer...its a tool that converts texture files from tga.,bmp.etc to blp. which is a blizzard texture file required for warcraft. this program also can preview models before you put them into game but isnt completely accurate. get this tool here...
http://www.wc3sear.ch/index.php?p=Tools&ID=11&sid=
#6 lastly you are probably gonna want a nice tutorial to learn how to make these things come together. This tutorial is for use with gmax assuming you decide to use this program, so heres a nice starter tutorial for you to use...
http://momm.seiken.co.uk/forum/index.php?showtopic=44
hope this is enough to get you started...id recommend using the tutorials for gmax on discreets website that will deffinately get you familiar with gmax..good luck.