Bringing 3D-Models and Images
Urho3D tries to use existing file formats whenever possible, and define custom file formats only when absolutely necessary such as for models (.mdl) and for animations (.ani). For these types of assets, Urho provides a converter - AssetImporter which can consume many popular 3D formats such as fbx, dae, 3ds, and obj, etc.
What does this even mean? Does "existing formats" mean existing standards (.obj or .fbx) or are the saying that .mdl and .ani is their "existing implementation"
What does this even mean?
It means that Urho3D doesn't support direct usage of for example .obj or .3ds files but it provides an AssetImporter that can load these file types and output Urho3D's own model format (.mdl) or animation (.ani) files. What adds to the confusion is that .mdl is also the name of the proprietary model format for Valve's Source engine
Does "existing formats" mean existing standards (.obj or .fbx) or are the saying that .mdl and .ani is their "existing implementation"
Existing formats means the industry standard formats you can use as the input, such as .fbx, .blend, .obj etc. For a full list of the formats, you can refer to their Import Formats page on Sourceforge (not sure why they don't have the same list available on GitHub).
These inputs can then be converted to Urho3D specific .mdl and .ani files.
Edit: In case you encounter confusing parts of the documentation such as this one, you can also raise an issue on the GitHub repository that contains the documentation. For example, this specific documentation is hosted in MicrosoftDocs/xamarin-docs repository and the exact file that you're reading is this one.