To Import Model(s) by Dragging from Windows Explorer

Open the Models dialog in the active model.
From Windows Explorer, drag the DGN file containing the required model(s) into the Models dialog.
Where one or more models in the selected file have the same name as existing models in the open DGN file, then an alert box gives you the option of overwriting the models in the active DGN, or renaming them automatically as they are imported.