Modify Entire Maps

Im really new to Unity so I have been using the example games to try and get the hang of things. For instance I downloaded the Sewer Room Game but I cant figure out how to modify some of the stuff. Like the walls, its all just one object, are those created in a different program or something? Same for the 3d platformer example, most of the stuff is just one big big object and I cant figure out how to modify it.

Page 21 of the 3D Platform Tutorial says:

The model and animations for Lerpz were created using Maya and imported into Unity. For more information about importing meshes and animations, please refer to the Unity Manual.

I imagine the same is true of the Sewer Room Game.

To edit/create models, you'll need Maya (or a similar modelling program).

Those are models. Models are made in a modeling program (Blender, Maya, etc...) the only thing that unity can do with them is adjust there scale, position, and general component stuff but not the shape or how they appear.