Are you using image formats that support transparency, like .png? If so, are you sure you're setting the transparency properly in your image editing software?

Do not hesitate to show the parts where you are struggling!

Edit: Since you're speaking about 3D objects, maybe you're referring to materials? In this case, perhaps you're looking for a shader that supports transparency, like 'map_discard' (or any shader with the 'discard' suffix that removes black borders).