cpd85,
1 -- You can use a number of programs to create 3D levels/maps to be imported in DarkBASIC Pro, some of the better software for doing so, off the top of my head, include FPSCreator (Good engine to use for laying out levels/compiling for use, tutorial on importing FPSC maps on the Dark Game Studio Video Tutorials) or 3D World Studio.
2 -- Again, see the video tutorials on the Dark Game Studio website, it tells you how to import FPSC maps, shouldn't be too difficult to do the same for other map formats.
3 -- I think Rudolhpo already answered it, but yeah -- nest lines are opened when you open a Loop or conditional statement. You probably just forgot to add the closing nest line for it, e.g "Loop".
Tom