If you want to learn how to do it without a 3rd party program to do it for you, open FPS Creator\Files\Entitybank...
Group the folder contents by name. Find any entity and look at the file structure. For example:
These are the base files used to create an entity
model.x
model.jpg
model.fpe
These files are created using the above files
model.dbo
model.bin
The thumbnail file
model.bmp
the .x is the model file
the .dbo is the proprietary model file created when you load the entity in the map editor.
the .bin file is created at the same time the .dbo file is created.
the .jpg is the texture. (it may be .tga, .dds or whatever) This will also be converted automatically to .dds on game build/game play
the .fpe is the template file that FPSC uses to build the .dbo and .bin file.
You should be able to open the fpe, look at the structure and reverse engineer it to add your own models into the game. Use some trial and error and you'll learn a great deal about FPSC in the process.
1 small tip: Whenever you're changing info in the fpe, or re-texturing your model, you must delete the .dbo and .bin files for the changes to take effect.
EDIT: If you don't have a model.bmp file to be your thumbnail, FPSC will use a generic one. The bmp should be 64x64 if you create your own.
~Dave
Phoenix Sentry Programmer