How to import a custom model from the web?

I’m quite new at this subject, so I might have missed something obvious, however I just can’t seem to complete this simple task: Import a model from the web. I’ve serched around for models of the type mesh.xml, but there’s almost none to be found. Now, I’ve read that .obj models cannot have animations. Is it then possible to find a custom model I like from the web and use it in my project - and even one with animations (like a Character)? I’ve also been trying to add static models, but then parts of- or the whole model have texture applied.

My question is: How do I load a model which is not of the format mesh.xml into my project?

Thanks on advance.