Can we change the pivot points of any GameObject?

Or before importing it to our project pivot should be changed?

You can embed your model inside an empty GameObject and position it wherever you like - this allows you to create any pivot point if you then use the outer game object.

It can be easier to make your models correct first.

I have tried many things, but have not been able to do it from Unity itself.

The best I have been able to achieve was using modeling tools like Studio Max → Collapse - Skin + Editable Mesh
-Then from an animation tool – Reset and Freeze the Pivot
,I have tried many things, but have not been able to do it from Unity itself.
The best I have been able to achieve is using modeling tools like Studio Max → Collapse - Skin + Editable Mesh
Then from an animation tool Reset and Freeze the Pivot