Create custom shapes in unity3d

Hello,
I’m making a 3D Tetris game and I was wondering if there is an option to create a custom shapes in unity?
I thought about to build a “Cube Factory” that creates by random each of the Tetris cube.
But I don’t see how to create (programming) in unity a custom shape for each shape in unity. is there any tutorial of how to do it or the best way is to create a model in softwares like blender or maya and etc and then importing those models and to add them to gameObject in unity?

Unity is a game engine. To model 3D shapes, use a 3D modelling tool (Maya, Blender, 3DS Max…)