To make 3d models, you can use a program like milkshape, blender, wings 3d, ac3d, google sketchup, truespace, carrara, 3ds max, maya.. the list goes on.
Programs like: lithunwrap, unfold3d and uvmapper are used to set the texture coordinates of the model (essentially it's making a map of your model so it can have colour)
Programs like: Fragmotion and Milkshape (milkshape does lots) are used for animating the model.
That tutorial wasn't meant to show you how to make an fpsc ready model, nothing would have suggested that.
Poloflece