The easiest way is to modify an existing robot arm. Here we will start by loading the Meca500 example.

In the Scene tab, find the first MeshInstance for the base.

In the Details tab, click on the Mesh > Load Mesh and choose your OBJ file. You can also select from the list of already loaded meshes.

If your model file appears turned the wrong way or the wrong size, you will have to export it again from Fusion360.

Repeat for all subsequent MeshInstances.

Your mesh files might appear in the wrong position. We will fix them in the next step.

Your arm should look like this. The colors are all wrong but the meshes should be in the right place. We will fix the colors in the next step.