Models and Scenes
To use 3D models in a jME3 application:
(For the release build:) Use one of methods recommended for your 3D model Supported External File Type to convert the model to .j3o format. You don’t need this step until you deploy your application if you are making frequent changes to your models, however, you should get into the habit of always converting your models.
To create 3D models and scenes, you need a 3D Mesh Editor such as Blender.
Learn how to create UV textures for more complex models, it looks more professional.
3D model editors are third-party products, so please consult their documentation for instructions how to use them. Here is an example workflow for Blender users: