Problem with custom entity

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And how to do that? Do I have to use some model editor or can I just edit my .ENT file?

Well, you can try the latter, but you won't get anywhere without the model editor.

In the model editor, select the body, and on the right, under the Attachments tab, select "Su" for SubMesh. Then click Attach and left click on the meshes you want to attach to the body. When you're done, click Done.