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First of all you you need to copy file or folder path to clipboard. For the folder you could just copy path from address bar of explorer. To get the file path you can press CTRL+Shift+C(if you are on Windows11 or using Files2)
or if you are using 10 it can be done by this button
or any other methods.
After you have the path in the clipboard go to blender window and press CTRL+Shift+V it will import that file in your blender scene or in the case of a folder path it will import all .fbx and .obj file from that folder
If you have experienced some kind of issues or want some additional settings, features, file format support, then you are welcome to my Discord: