Hello,
Your thread has been moved into the Modelling section for a better chance at receiving the help you need.
I'm not sure about .3ds file format, personally I was unable to import it into 3ds Max and had to use Photoshop to open it instead.
As for .obj, you can import it in really any 3D application like Blender or 3ds Max which are both commonly used for GTA/MTA.
For the DFF you don't need to do much - just make sure the materials are standard or GTA materials, that way they will be compatible with your DFF exporter. For COL, you will want to create an optimized version of the DFF but make sure it retains the same shape so that your collisions work as expected. For TXD, just import all of your images into a .txd file made with e.g Magic TXD: https://www.gtagarage.com/mods/show.php?id=27862