Have a look at the
Tools, Tutorials and Information thread.
Ines Diaz' TOOL can be found there; it's a program that allows doing all sorts of things with the game's model files.
It's really quite useful, but does also have it's limitations. It works great with modifying models (adding stuff/moving parts)
within the program, but not for fully new models or actual remodeling.
Maya + plugin is what you need for that. I already gave you all required links for that.
If I may provide a suggestion, try to begin simple.
If it's ship modeling you want to do, start with reskinning an existing ship.
We know exactly how to do that and can thus help you properly.
See the "Hooker1" suggestion in my previous post.
Then maybe you could try to rerig some ships, which will get you to work with Ines Dias' TOOL
and give you more knowledge ont he way the ships' rigging works with locators.
Snow White Sorrow has some requests in this department if you're unsure on what you could do.
Once you're comfortable with how that works, you could try my other suggestion:
taking an existing ship and adding some more detail, eg. a smoke stack and paddlewheel.
We've got a pretty good idea how that works also, so still can provide lots of help.
When you want to make a ship from scratch, it does become a lot more complicated.
There's only a very few people here who really know how that works and they haven't been very active lately.
These people will surely be willing to help you, but it'd help for you if you have got a better knowledge of the basics first.
You could get that by doing the other three things I suggested above.