In the editor, press F1 to bring up the help files. Those can be helpful if you're looking for something specific.
Further, you should search the forum for your question before you post your own. You can do this by going to google and entering "site:forum.thegamecreators.com <insert your question here>".
In answer to your question: You need to use a modelling program to make your models. There are a lot of free ones out there, for example blender, or Wings3D.
You can load an object into dbp like this:
load object "myobject.x" , 1
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