Various entity-creation tools for FPSC exist. They will let you enter all the relevant data you need and create a .fpe file. The .fpe file is basically a description of the entity, what is does, what model and texture it uses, and what its properties are. They can be opened easily in Notepad, or any word processor because they are essentially just text files.
.dbo and .bin are copies of your original model and texture files made by FPSC to help optimise the entity and load it faster into the engine. When you add your entity to a level for the first time, FPSC generates a .dbo file (a model, an optimised version of your .x file) and a .bin file (a texture, an optimised version of your .dds file. Both of these have smaller filesizes and are designed to make loading and building faster. More recent versions of FPSC come with FPSC-Cleaner.exe, which deletes all .dbo and .bin files it can find within the FPSC folder structure. This is really useful for making changes to your media quickly. Just because you change the .dds texture of your model doesn't mean FPSC will recognise that, because it may still refer to the .bin file that was created from an older version of the texture. Use FPSC-Cleaner.exe to delete all .dbo and .bins and then FPSC will be forced to create new, updated ones when you add the entity to your level for the first time (or when you load a previously saved level for that matter).
As for Blender, 30 seconds into Googling the answer, I came across this page that you might find interesting. The short answer is, yes!
http://directpython.sourceforge.net/exportx.html
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