Dont listen to kreshi, he has no idea what hes talking about.
Ok, here:
1) Download the model you want. Lets say you downloaded a Goku model. Unzip the file and you get a Goku.mdl and a ssjgoku.mdl file.
2) Copy those models and then open up your c drive. Go to Program files, half life, then to the esf folder. In the ESF folder you will see a folder called Models. go into that folder and then you will see players folder. Go into that and you will see a lot of folders with names like ssjgoku, goku, trunks, ssjtrunks, vegeta... etc... Find the folder goku and put the goku.mdl in the folder. then open the ssjgoku folder and put the ssgoku.mdl in that folder. Your done. Go play ESF and play goku and you should be using your model
.
Do the same for other charecters like trunks, but put trunks in the trunks folder. MAKE SHURE THAT YOU RENAME THE FILE TO THR PROPER NAME!!. For example, if you downloaded the file from esfworld.de, then it ussualy is called the creators name like AzN_gohan.mdl. Rename it to trhe folder name, so it would be gohan.mdl. If you dont do this, then it wont work.