After you have downloaded your 3DS models, you can add them to Starry Night via the Orbit Editor feature. Right-click (windows) or Ctrl-click (Mac) on the object you want to add your 3DS model to and select either "Edit Surface Image/Model" or "Edit Orbital Elements" from its contextual menu.
In the dialog box that opens, click on the "Surface Image" tab and then on the "Open Model" button. Select the 3DS model from the location on your hard disk where you saved the file. Remember that 3DS files have a .3ds extension at the end of the file.