These instructions will tell you how to import Source Film Maker (SFM) models into Unity, through Blender.
They are based primarily off the now-dead instructions by Digitalzombie.
To download a model from the Steam Workshop you can use a website like steamworkshop.download or steamworkshopdownloader.io.
Install Unity and Blender as normal - the default options should be fine.
Extract the each zip file into its own folder.
Your SFM file will probably be a zip file - extract it and find the folder with the .mdl file you want to use.
Before starting, it's best to create a new folder to store your converted model and textures in.
This is an optional step - follow it if your model has a skeleton you want to use in Unity