You can use 3ds max,3d canvas pro,Milkshape 3d,DeleD Lite,Blender,etc. to make your models.Then you want to export them from whatever modeling program you use as an .x file.
To import it into FPSC you will need the .x file (your model),an FPE file,and a texture for your model.
You can either write your own fpe file,copy one from an entity in the game or use any of the entity creators available on the forums to import your model.
I would start by downloading The Game Creators' free entity maker that is available on the FPSC downloads page because it has a tutorial video you can watch to get the jist of how to import an entity.
FLA