Suppose I have a 3D model of a human character.It's also rigid.How do I load and use it collisions?
I suppose you mean that you have a model in a tool like 3ds Max or Maya, and you want to use it with Havok Physics. In order to do this, first you need to install the Havok plug-in for the modeller you are using (we support Max, Maya, and XSI). Using the plug-in, you can give your model a rigid body. You can then assign physical properties to the rigid body like mass and physics shape (usually a simplification of the render geometry). Once you have a rigid body, you can export the model into a format that Havok can load into your game. Please take a look at Havok help under Havok Content Tools -> Tools -> Tutorial: Export and Animation Basics AND Tutorial: Physics Basics.
The process above works well for rigid objects, but for human characters you may want to use a ragdoll. Ragdolls are what Havok uses to allow characters to interact with the world in a physical way. A ragdoll is essentially a collection of rigid bodies (bones) that are connected by a series of constraints (joints) to simulate a human body. There are tools to set up ragdolls in the Havok modeller plug-in similar to the tools for rigid bodies, but ragdolls are a bit more involved. Please take a look at the relevant ragdoll tutorials in the Havok Content Tools Help, as well as Ragdoll Best Practices in Havok Physics Help -> Articles.