The easy, but less optimal way: use the CustomGeometry component. It’s similar to Ogre ManualObject or OpenGL immediate mode in that you can define each vertex position, followed by its normal, texcoord, color or anything that’s needed. But it limits you to non-indexed geometry and you can’t display multiple instances of the geometry you defined, as each CustomGeometry is unique.
The hard way: take a look at how the AssetImporter tool creates a Model object from the data it reads from the AssImp library. This involves creating VertexBuffer & IndexBuffer objects and filling them with data, plus creating the Geometry object(s) that refer to these buffers and define a draw range. Once done, you could assign that Model to for example a StaticModel component to display it.