.mdx .blp fusion?

I have 1 mdx file and 2 blp files, how can I make these one mdx?
Ive seen this done before on some models Ive downloaded.
Or maybe they have to use "ingametextures"?

BLP is an image file. MDX is a 3d model. You cannot 'fuse' them.

Well some time ago I downloaded a EarthElemental I think at wc3sear which only used 1 mdx file, I assume it didnt use custom-texture then?

EDIT: Yeah I looked at the .mdl, It used ingametex :/

Exactly