In the 3D Serpentine User Guide, page 22, it indicates:
Creating custom end caps
Using the ProModeler or the ProAnimator and 3D Invigorator series, you can export custom .zxo models to use as end caps. You can even import objects from Maya, 3D Studio, Lightwave, ElectricImage, Cinema 4D and DXF and use them as an end cap.
How does one import "objects from Maya, 3D Studio, Lightwave, ElectricImage, Cinema 4D and DXF and use them as an end cap"?
To use objects from other 3D programs, first import them into ProModeler/ProAnimator/3D Invigorator. Then, align the object properly, and export the model as a ".zxo" file. Next, place the .zxo file into the "Documents > Zaxwerks > 3D Serpentine AE > End Caps" folder. Afterwards, you will be able to apply the object as a head or tail end cap.