To import a 3D model into a Studio project simply select the file in your Finder/Browser window and drag it to the Resource panel

Supported model types are:
Autodesk ( .fbx )
Collada ( .dae )
Blender 3D ( .blend )
Dragging a model to the Resource panel will prompt you to edit the import settings if needed.

Resource Type
Scene - import the entire scene with the hierarchy and node transforms
Mesh - import just one mesh file, only available if the selected model only contains one mesh
Generate Normals
Normals are generated only if they do not already exist in the mesh
Flat - Every fragment generated in a face has the same normal
Smooth - Use linear interpolation to make the meshes appear smooth
Limit Bone Weights
Limit bone weight influences to four per vertex
Convert Scale (Legacy)
Used to import models created for Studio or SDK versions older than 2.0 and convert them to the currently used scale.
Once you have finished importing the model simply drag the created scene resource to a node in the Hierarchy paned. The model will then be added as a child of that node.

From here you will need to set up the materials to export the effect.