How to pragraming? By change scripts?

Can I use different model type whcih is like .nif file?

If I set some options. Then press "Package Game" -> Start "Game - UDK". What will happen? Or I press Pasckage Game button. Will it(UDK) add some addtion files?

And I want to say hello to everyone. I want to create my own game.

My English isn't very good. Only less normal level.