3D scene and mesh files cannot be edited in Godot, as Godot is unable to save over them (and this would be unadvised if you're using another program to create those files).
When using OBJ meshes, you need to load their mesh in a MeshInstance node, then create a material override for it in the inspector.
When using a 3D scene (glTF/Collada/OBJ as Scene), you need to create an inherited scene.