PFM comes with an internal web-browser with bookmarks to various websites with a large amount of free 3D assets. You can open it via
Windows > Web Browser in the menu bar. Downloading any files through this browser will automatically trigger Pragma's import system and Pragma should be able to detect and import any compatible assets automatically. Once the assets have been fully downloaded and imported, you should be able to find them in the respective explorer window (e.g. the model catalog).
This should also work for websites not listed in the default bookmarks.