How come my character model files aren't appearing in Blender?

The fastest way to solve this issue is for you to share one of those models so we can check what the problem might be.

I’m attempting to make a game using borrowed assets (since I can’t create any yet) and I found some character models that are almost perfect for what I’m looking for. My plan was to import the models into Blender and hope I could alter the models in order to make them look more appropriate for my game. However, whenever I select ‘import’ after clicking on any of the models and nothing happens. The application acts like I just didn’t try to import anything.