Hi and welcome,
First off, you will need a modeling program, here is a few to mention,
Wings 3d
Blender
Milkshape
3d Max
3d Crafter
There are many others
but Blender is free and there is a Special edition of 3D Crafter that is free too. also these programs export the correct format, and some of the other programs will need to me loaded into another program to convert into the correct format.
You will need to make whatever model in a 3d program and need to export as a DirectX ( .X ) format
once you have created a model in the correct format, then you wil need another program
for ease of use download this one from here
http://www.wehtam.co.uk/entityworkshop
And then you import it and then you will need a Texture image, and apply it to the model
There are other ways of creating entities, but this way should get you making whatever quickly.
Please note: by asking the forums with the Heading ( Question ) is not advisable, you may get a ticking off from a Moderator, as you realy need to give move detail for what you are asking for, so your question can have more value
I hope this info can help you m8
Have fun
I'am not GOD but i can make you see again by taking my fingers out of your eyes and i can make you walk again by taking your beer away, but if you take my beer you will not walk again
