Thank you for your reply.
I am exporting a tree from Asset Forge using Unity preset (FBX).
Then dragging file into my Unity project.
I've added a terrain, then from Inspector > Terrain > Paint Trees > Edit Trees > Add Tree, then I am dragging asset to Tree Prefab and changing Bend Factor to 1. Finally I am getting error:
The tree Tree couldn't be instanced because the prefab contains no valid mesh renderer.
UnityEngine.GUIUtility:ProcessEvent(Int32, IntPtr, Boolean&)
Thank you again for your help.