Adding Hitbox to Models without a Bone
If you tried some of Valve's prop models, you had already noticed that many of them don't have a hitbox, so they can't be used for selectable units.
There is a very easy process that takes no longer than a couple of minutes to add one.
In this tutorial, I will add a hitbox to this model: gryphon_statue001.vmdl.
Step 1. Hammer DMX Export
Open Hammer, make a new map ( File->New or CTRL+N ), and drag the model into the origin.
You can also rotate, scale, or displace it as required.
After its done, select the model and right-click on it. Then under the Selected Objects options, click Create Model From Selection. Save to your Models directory. Bear in mind that you can select multiple mesh in the viewport and export them as a single model, but their textures will not properly export with them.
Step 2. Generate a VMDL
Search for your new model in the Asset Browser and double-click it to open.
Step 3. Download Cube.fbx
This is a mesh with 1 bone. Download it directly and put the file in your models directory.
Credits to @Internet_Veteran
Step 4. Add the Cube.fbx a 'Simple Animation'
This is the critical part. Basically you'll be adding the cube mesh into the new model. You can do this on the model editor Add -> Add Simples Animations... and click "OK." It will ask for an fbx file to add. Choose the Cube.fbx that you placed in your models directory.
Step 5: The a "Bone"
Now go to Add -> Bone and name it 'bone.'
Step 6: Add and Adjust the "Hitbox"
Now go to Add -> Hitbox and choose (New HitboxSet) as the parent node, and click "OK." Name the hitbox "hitbox" and click "OK," then choose "bone" as the parent_bone for the hitbox.
Now use the blue arrows in the viewport to adjust the size of the hitbox.
Finally, go to File -> Save and Compile
That's all! Now your model will have a hitbox ingame!