Open or create a project. See also Set up a project.
In the Asset Browser, create a new folder for your character mesh in the content/models folder. Example: content/models/new_character.
Click Import, then navigate to select the character mesh FBX file. See also Import an FBX file.
(Optional) If your FBX file also contains the character's animation clips, turn on Animation in the Import FBX options to import animation at the same time. See also Import animation clips.
With Animation enabled in the Import FBX options, additional settings become available.
If you're also importing animation, select New or update skeleton in Skeleton and enter a name for the skeleton of your character mesh. This makes it easy to apply animation clips later on.