first of all import the skeleton of the esf model you want to use it for (for example, ssj is replacement of ssj goku, then you have to imort ssj gokus skeleton)
when this is imported assign all bones to body parts (arms, spine, ...)
after that you have to make a .qc-file (or edit the goku .qc) where you make sure all sequences (animations) etc are mentioned
then you compile that .qc file in milkshape or with studiomdl.exe
greetz