Noob Question about Character Assignment

OKay I am knew to blender and I am having an issue figuring out something. So I tried to add a model I had from blender. When I tried to add a model and a customized data block to it, I figured out how to get the model into the scene, but not how to get the model assigned so that I could run into through the scene. How exactly would I get control of the model so it could run through scene like solider? I been reading documentation but do not quite understand yet.