Most often, models are created using modeling software. One can effectively create more complicated models.
The gltf format is preferred.
https://all3dp.com/1/best-free-3d-modeling-software-for-beginners/
Great tutorial series to author gltf models on Blender
Anim8or (.an8 file type) in Three.js
But you can also create simple models procedurally with three.js. This requires some practice with three.js
Pino - a procedurally generated and moved skeleton figure
BumblebeeMara
A fish of splines
Curved2Geometry - a twofold curved geometry
Multi Form Geometry
Addon to create special / extended geometries
Addon. Produces almost infinite many time-varying geometries with functions
weiße Weihnacht
raycaster - drag and drop
Androide
See more in the Collection of examples from discourse.threejs.org