Did the model has custom skin?
If yes, then are you already import it and set the path to the appropiate path same like in the model?
Eg: banshee ranger (traxex in dota) has texture path : textures/bansheeranger.blp
Correct me if i was typo
If the readme in the zip isn't help you much, i suggest you to open the model using magos and see the texture manager, and copy the path to clip board, after that open your we and open the import window, after that search for the model's texture, then replace the 'war3mapimported/' to the path you copied.
Hope this help