OK, let´s start modelling! It is not by me, I just found the link ;-) http://www.ut40k.planetunreal.gamespy.com/unreal-Dateien/UT3_Character_tutorial_1.htm
Look for your package in your /My Games/Unreal Tournament 3/UTGame/Unpublished/CookedPC/Characters/ folder. Thats where UEditor saves it. Throw it in your regular UT3 character folder (your installation folder).