It seems GameMaker software also supports formats from Anim8or 3D modeling software (.vtx). So it should be possible to process these models in making GameMaker projects (.gmk). No specifics about this conversion could be found from freely available sources on internet.
Convert Anim8or 3D model file to GameMaker project.
We found one software available in the database for this conversion.
Microsoft Windows software - convert vtx to gmk on Windows
A program for creating simple games
Convert from vtx file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.