Ok, I have created a window, using hwnd, and Direct3D device aswell as a back buffer, what do you mean by a 3D File Format?If you want to load 3D objects, you will need to store the data inside of a file.
Make a file format that contains the 3D data for your models. Vertices, normals, materials, textures, etc.
An easy format to work with is Wavefront OBJ (.obj)
All 3D modeling softwares export to this format.
I've worked with it using OpenGL, but since there are many open-source loaders for this format out there, translating it to DirectX specifications should be straightforward.