I would honestly suggest a 2d game, there is a LOT to learn there that can be transferred to 3d later.
However, to answer your question, you are going to want to model your levels in an external 3d modeler and then load it into your program with LOAD OBJECT.
However, 3d is going to require you to put together your own collision detection, FPS will require ray casting for tracing the shooting paths. This can't be done too well natively in DBC, so you would want to get sparky's collision dll.
Again, I would advise against it, unless you have been doing this kind of thing all year.
Great Quote:
"Time...LINE??? Time isn't made out of lines...it is made out of circles. That is why clocks are round!" -Caboose