Can I build or design my own object, e.g. a car in Unity3D?

Unity Engine
1

Is it possible or do I have to use another software. Can you give me some tips or tutorials?

Thanks for all who´re helping me.

2

You design objects in 3D apps like Blender, Maya, Max, etc.

–Eric

3

To be more specific: you can put in the scene in Unity simple primitives and add materials to them but nothing complex.
Car must be made in a modeling program, not Unity itself for sure, unless you don’t aim for a VERY simple look.