No. After Effects does not import 3D objects from PSD files.
You can always export to OBJ, import in C4d Lite and use Cineware. Otherwise simply skip the entire PS step and start in AE from the getgo.
Mylenium is correct.
There is no reason to do your 3D work in Photoshop when you have a superior 3D application (Cinema 4D) installed with After Effects.