if I wanted to import and use in the game external models, like those used for sfm or blender, would it be possible?
Just out of curiosity, I'm completely ignorant on the subject.
You can't. What you can do is remodel the VNE model to look like the model you want. Here is a short version of how its done:
Export the VNE base model to blender
Use it as a reference to put the model you want into a similar pose.
Export the model body and import the it to VNE.
Add it as a part and use it as a reference to get a rough body shape.
Export the VNE model via custom offsets to Blender.
Remodel it using shapekeys.
Export the custom offsets from blender to VNE.
Repeat the steps until you are happy with the result.
Import the cloths, accessories, hair and any other parts to VNE.
Things to note:
Do not change the VNE character pose in blender. This will break how the character moves in VNE. To be more specific anything that would be considered a change on a bone/joint position is a no go.
You may have to do a substantial amount of clean up on the cloths, accessories, hair and any other parts from the model you want to bring to VNE for they to look good.
VNE does not have bones for cloths so skirts, dresses any other floaty piece of cloth will not behave as you expect.