How to save the collider into the FBX model?

Whenever I try to put box colliders on the legs of my characters, the colliders are not saved into the FBX file in my Project window.

Why is that?
How do I make sure the colliders are there when I instantiate a new instance of that FBX model into the scene?

You can’t modify FBX model in Unity. You need to create a new prefab then Instantinate the prefab.