Basically, what I usually do, it drop all the images and mesh files into "my_objects" and put the material file where it goes. For files that aren't jpg, I usually go into paint and I don't edit it, but instead save it as a jpg or sometimes I just leave it alone and still dump it in.
I'll go in the game and go to object maker and set it up, then save it where I feel it belongs.
Material slot = (materialsname).mat OR (materialsname).material
Mesh slot = (meshsname).mesh
I don't know about 3D Objects, but I feel it's the same.