Yes, otherwise it will be a real pain in the neck to create different cool objects that see in different games. Have a look at the followings. I've lost some of the links, so these are the only ones that I have got, but I guess going through them and with google, you can find what you need.

Model Rendering Tutorial
3DS Animation
load Quake3 .Md3 character models
load Quake2 .Md2 character models
3DS File Loader