3d models from other applications

Is it possible to import 3d models from other applications, like Pixalogic which uses vectors into Unity? If so, what file types can I use?

From a lot of applications (blender, maya, max) you can import it directly by drag 'n dropping into the project window. If it's not a supported format you can always export to FBX and then drag 'n drop that file. It's better to directly import it though, because then the file still has all the metadata that is not included in the FBX.