I use blender for making objects. Unity can import the blender file directly, (just save it in the Assets folder somewhere). Blender’s UI is not intuitive, but once you learn the basics, it is quite powerful. There is a huge blender community to learn it. I recommend this for getting started: Blender 3D: Noob to Pro
Blender can also import certain models that Unity may not be able to import.
As far as making an object move, it would be helpful for you to ask that in a different question with a more specific example:
How do I create a character to move
on the scene.
How do I make a cube
move whenever my character collides
with it.
How do I make a door open
whenever my character approaches it.