You shouldn't need to import DTS objects unless you're stealing them, and no you can't import DTS though Milkshape.
You use mount0 mount1 mount2 etc armatures/joints for all the mountpoints/seats in the vehicle. You use hub0 hub1 hub2 hub3 etc for vehicles wheels. A rotating gun/turret is a bit advanced for you right now, I suggest you stick to the basic stuff.