As far as I know, you can't with the current versions! I did a few researches a few months ago and aparently in an older version you could use a 3D model using the Photoshop's 3D features (aparently gone on the newer versions) and then export to AFX.
Although you can use a few other techniques to "merge the 3D" into AFX, like motion tracking and camera's z-depth information (using the .rpf file format - look for it on Google for more details!)
Don't know if it helps, but the actual 3D merge into AFX, as far as I know, isn't possible!