So for the first time I started to play around with exporting and importing m2 files (the filetype Blizz uses for their models). At the moment I found no way to export the bones of the models (and of course the animations) too. So I had to play around with bones and things like this for myself. It took a couple of hours to understand the techniques but at least I found a smooth way to implement the bones and make first own animations.
Here you can see some of the results.
Max jumps sidewards with a gun ready to shoot held in front of his body: