The 3d character model support was a recent edition to the game engine. & currently Visionaire Studio 4.0 is a beta edition until the final edition is released in the near future. It's unlikely that the 3d model system will become stable for that edition though... It's actually being coded by a third party (not one of the vs devs), as & when they can. It was added (I guess) to show that progress was being made on it.
Youtube would be a good place to start for learning how to create stuff in 3d programs such as blender, cinema4d etc.
As for the .png with alpha mask: it's essentially just a .png with transparent background.
I don't think there's any easy tutorials for simply creating 3d stuff, it's quite technical, which you can probably by looking at all the options & windows in blender or 3ds max etc. I had a go with blender & soon gave up on trying to make anything, but that's just me. I'm more of a coder than anything else.
Also final point: Visionaire Studio is primarily a 2D game engine. The 3d support was a recent addition & as all new features, it takes a while to iron out the kinks.
Plenty of people on here have made their graphics in 3d software & exported the 3d animations/frames as .png files & imported them into VS that way. Check out Stasis
, which is a very impressive looking isometric horror game being developed in VS.