I finally looked at your screenshot, and your directories seem funky.
So, "ArcaneAltar" and "Airship" are all skins, not unit models?
Then you need to give the correct paths for the models they are reskinning. To find the correct path:
1) Go to the model whose skin it's replacing in the object editor.
2) Select "Art - Model File"
3) Copy the directory in the "custom" section there for that model. (For example, the Footman's model directory is: units\human\Footman\Footman)
4) Paste this directory in the skin's import path.
5) Save on the Import menu.
If they are not skins, then try saving with the default directory. (war3mapImported\... .mdx)
Some imports also require a "texture" (.blp), which is usually included with the imported model from the website. Those are saved with a different directory, usually none or "Textures\".
Note also it's a backslash "\" not a forward slash "/".