thank you a lot for your answers!! all works fully well now :)
no, i am not talking about importing itself (didn't write the question fully before getting your agreement to help me more, because i've already wrote a lot of questions), but about integrating them in the game. in fact, the only question is about collision. if I have imported eg. a pyramid, how to make an object solid (i.e. so the player would go through), when it has not a just-a-box shape?
one of the possible crutchy solutions would be check if player is touching the object and grow players z until it stops touching it. shitty one, but i will be happy even with it, if you could game me an idea, how to check a collision between d3d-object and the player.