In the character customization example he used fbx’s that contained multiple meshes, is there any tutorial on how he created these meshes?
I dont know anything about the tutorial, but more than likely the person would of made the meshes in 3dsMax or Maya (or other 3d modeling software). If you dont know what they are, then you need to get an artist to make you some or find some free/buy some if you dont want or cant get an artist.
But if you are keen, if you are a student you can download a free student version of the above mentioned programs (or trail if not), but I warn you if you dont know anything about 3D modeling you are going to have a long task ahead of you. After that you search up tutorials on your chosen program, I recommend 3dsMax as its more streamed lined, Tho I have probably lost you right now.