when you create a project, you had to set a destination folder. Place .gcf (that's what models cryengine uses) in the asset folder for your project. You can also drop .pak files in that are collections of objects.
If you downloaded an asset pack from humble bundle, you can actually just decompress it and place the entire folder in your projects' asset folder.
You can see this process a bit on the cryengine tutorial here starting at about 3:30
I should be doing a super duper beginner tutorial soon, I'll cover that stuff.