HI I'm completly new to game programming How do you import 3d objects in to compilers?? Sorry if thats a rubbish question to ask

You have to load the model from its file at run-time. Here is a NeHe tutorial on doing so with OpenGL, but you can also simply Google for "loading 3D models".

Also, welcome to GameDev. Start here and here.

a compiler is what translates your code into a program.3d objects are most of the time stored in files(well ,they can be in temporary memory as ram,vram,etc).So,to load the object you have to "read" the file that contains it and extract the information.Most of the books for C(a popular language for game creation) covers working with files.From your writing I can assume that you need to learn the basics of programming a certain language(again C is a possibility).After you have completed a book ,you can try a graphical library/API(application program interface) for graphics ,such as Direct3D ,OpenGL ,and others.