If you are completely new to this then I will 100% say don't do it and use a 2D scrolling background or something (even if you have to layer it). 3D is difficult in its own right and GameMaker makes it significantly more so. If you don't know what you're doing from the get-go then you are going to have significant trouble.
I'm not going to step you through this but I will throw some concepts your way that, should you take the time to research them, you should be able to figure them out.
Concept 1:
Positions get converted from one place to another by multiplying them by matrices. This happens on the GPU, but the matrices can be set on the CPU with matrix_set functions. There are three main matrices you should worry about: 1) The world matrix, it converts the location of your sprite / 3D model from its local space (e.g., top-left of sprite is 0,0) into the world space (wherever you placed the sprite in the world). 2) The view matrix, it tells the game where the camera is in the world (even if you don't specify to use a camera, GameMaker uses a default one in the background. This matrix is always required), 3) the projection matrix, it is used for to define things like field-of-view, and clipping distances (a bit different w/ 2D since it is orthogonal, but 3D requires a proper perspective projection matrix) and effectively "projects" the final result of pixels onto a plane which is your screen.
When you render something, 2D or 3D, every pixel is effectively transformed around these matrices. When you use GameMaker's build-in 2D systems it makes these matrices for you in the background and you don't have to think about it. When you do 3D things you have to set these yourself. GameMaker, thankfully, does provide functions to build these matrices for you. You can find them in the manual.
When rendering your 3D background you would essentially store all the old matrices being used by GameMaker in variables, setup your new 3D ones, draw your 3D stuff, then set the matrices back to how they were.
Concept 2:
Vertex buffers and shaders. Your game runs on your CPU, that is, your computer's multi-purpose processor. A shader is a small piece of software that runs on your GPU, your very specific-purpose graphics processor. GameMaker shaders have two parts, the vertex shader and the fragment shader. The vertex shader takes every point of your model (and in 2D, 6 points to make two triangles forming a rectangle that holds your sprite) and multiplies its position by the matrices listed above. It gets this result and passes it to the fragment shader where every pixel inside of these points then gets their color calculated.
In 2D, GameMaker handles building the underlying shapes that it can use to paint your sprites on top of which it then passes to the GPU (and thus the default shader) when you call draw_sprite(). As you might suspect, in 3D you have to build these buffers (aka., your model shapes) yourself, tell each vertex how to attach it to your image, which direction the vertex is facing (if you want to use lighting, this is called a 'normal'), and finally pass it to the GPU with your desired image (aka., texture) with vertex_submit().
Doing all this requires a vertex format, defining the model shape via a vertex buffer, then submitting it to the GPU for rendering. You can find more details about all these in the manual.
Concept 3:
Loading models from a file is completely unsupported by GameMaker. This means you literally have to sculpt your models with vertex math. Even a simple cube is a pain in the butt to make. Loading anything from a file requires that you write it yourself. This means, 1) you have to really understand vertex buffers because that is what you are building and 2) you have to understand how the file you are reading is formatted and how to parse the data. I have written an OBJ file reader long ago and, while totally doable, it does take time and knowledge of what you are doing.
Now, a fair amount of this can probably be done by using extensions that other people have made (external file loading especially). But as you may be realizing, this is not a simple task. To do ANYTHING even remotely practical in 3D with GameMaker, you need to grasp these three concepts and how to implement / use them very well. If you are already familiar with all this then it isn't too bad to implement, but if you are just starting I would say either choose a different option or make a separate project to learn the systems and play around before trying to add it to your game.