for example file about model of device (diod, trans. or ICs ..) , and or GDSII file (provide phisical packages and footfrints for PCB or hybric design processes.)
When I've imported a spice netlist into ADS, I've copied active device models' (BJTs, Diodes) data file to the working directory and it automatically included the models into the schematic.
If you're not importing a spice netlist, then, I guess, you should include models data file path to the (ADS) netlist and hopefully it will include model data into schematic automatically. I haven't tried this myself...