Help building simple FPS game (3D in C++)

Im working on a C++ Project for my programming lauange class.
And a real FPS game I plan on making after this class, I made part of the game already.
But Im having trouble loading C4D Models into The game. The game is called Heavens Soldiers.
Its a future FPS online I plan to release Its looking really good, Rendering wise. But I dont know
How to load the FPS game.

Well, if you gave more info maybe someone would be able to help. Also, I don't know much about C++ or any of that, but what engine are you using?