Yes, but no.
AE is a 2D environment. If you need a 3D blimp, build it elsewhere.
But you won't really BUILD it in AE. you'll build the scene in which the blimp appears. You'll maybe animate the blimp, add lights, make its propeller spin. But the form of the blimp, the texture of the blimp's skin and structure, those will be built in an illustration program.
This completely depends on your shot. You could simply cut out a shot of a blimp using Photoshop and animate that moving across the screen, or you could do camera projection in a 3D app and model a 3D blimp. Blender is a very powerful open source (free) 3D program that I use all the time. It will take you a couple of weeks to learn enough to set up the kind of a scene I just described.
It sounds like you're just starting out so I'd go for the first solution. Find the shot of the blimp first, then, based on the angle of the shot, shoot the shot you want to use as the background plate.
Blimp, cut out in Photoshop, layered with background plate =
Notice how the light is coming fromthe same direction and has about the same quality.
I concur with the others. Depends a lot on the specifics of the scene and how the blimp is supposed to move. Moving a cutout photo or a graphic drawn e.g. in Illustrator across the screen is easy enough, but of the whole thing needs to turn or respond to light changes, things inevitably will lead you down the 3D road (unless you have the money to rent a real blimp and shoot it live of course).