Edit:
Didn't read closely enough. Do you want to import the icon or the model?
Anyway, here is the url of the soul stealer model (for reference):
http://www.wc3sear.ch/index.php?p=Skins&ID=4177&sid=
Here is how to import the model:
1. Open your map
2. Go to the import manager
3. Import the .blp file
4. Double-click it in the import manager
5. Check "Use custom path"
6. Enter this path: Textures\Hero_BloodElf.blp
7. Click ok
8. Place the unit (any unit with the Blood Mage model in this case) somewhere (or at least make sure you will be able to look at it closely)
9. Save your map
10. Test the game (ctrl + f9) and look at the unit. Does it look like the screenshot at the site?
Here is the url of the soul stealer icon (for reference again):
http://www.wc3sear.ch/index.php?p=Icons&ID=9103&sid=
And here is how to import the icon:
1. Open your map
2. Go to the import manager
3. Import the BTN .blp file
4. Double-click it in the import manager
5. Check "Use custom path"
6. Enter this path: ReplaceableTextures\CommandButtons\BTNSoulStealer.blp
7. Click ok
8. Import the DISBTN .blp file
9. Double-click it in the import manager
10. Check "Use custom path"
11. Enter this path: ReplaceableTextures\CommandButtonsDisabled\DISBTNSoulStealer.blp
12. Click ok
13. Assign the icon to something so that you can see it in-game
14. Save your map
15. Test the game (ctrl + f9) and look at the icon. Does it look like the screenshot at the site?