Well, they should be copied into your Project's folder. (Documents -> Games -> "Project Name" -> img -> sv_enemies) ...for me anyways. If that's not working, some screen shots will need to be provided so I can see what's up.
You could try build a body in the generator that somewhat resembles him and add the helmet to that.
The nick "Toeuia" that I'm using comes from a, idk, you okay the chess game while chit chatting them. The first two are students. Then you know, finally, the champion, and then the champion's sensei. I played like this so many times until suddenly there's another chess master. Very naive but super smart. After he lost, he kinda advised me not to give up on chest. Because the next one was never seen beaten. Touya.