You have to download or buy a program to make your own 3D models. I find Milkshape3D is good (and free). Then you can load those 3D models into your 3D GameMaker Game. (I'm not sure how, I havn't used 3D GameMaker much.)
So... Go to google, yahoo, or another search engine and seach for "Milkshape 3D"... Download the free version... Play around with it for a bit and get used to it. Use the help files if you don't know how to do something. Be warned, 3d modeling takes a lot of time and practice, most people consider it an art. It will take a long time befor you are able to make quality models.
3D GameMaker is used mainly by people who want to make simple games without having to learn code. If you ever want to make high quality games I'd recommend getting DarkBASIC. It's a powerful and easy to learn programming language.
Well... Good Luck...lol
Thou shalt not thwart the way of the dragon. For thou tasteth like chicken.