The .xmb files need to be converted with AoMEd into their editable format (.xml). Don't worry about converting them back, the game does it automatically.
To open a model you need to convert it from .brg to .3dx (or .3ds - I'm not sure which it is) with AoMEd and then import it into a modelling program like
GMax. Then import the converted file and then run the import script to put the unit's standard texture on it.
I'm no modeller however so I would suggest this guide. That explains pretty much everything about model editing.