I am not an expert in XNA programming, but programmers rarely create their 3D objets or scenes directly from code (this is true not only on XNA).
Usually, 3D objects and/or scenes are created on a 3D modeling software, saved on disk (into whatever standard format), these files are then loaded in your application with dedicated functions.
So my suggestions are:
1- Find in XNA API the classes/functions to load 3D meshes or complete scenes. Find the supported file format for these functions.
2- Design your objects/scenes with a 3D modeling software (like Blender or whatever you want). Just make sure you can export your data into the format you found in XNA API.
I Googled quickly and found this (it might be a start):
http://www.riemers.net/eng/Tutorials/XNA/Csharp/Series2/Loading_a_Model.php[
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