Actually I wrote it wrong, it's not possible to directly import an OBJ file into a subobject.
- Enter the Modeller right from the main menu of the LFS Editor
- Click the OBJ button and load the 3D object
- Click SAVE to save it into 3dob folder
- Close the Modeller and load your mod in Vehicle Editor
- Go to Modeller, select your subobject and click "load" to load a new subobject