There are several threads concerning this topic here in Slicer discourse, maybe even this recent post of @diazandr3s can get you started. We have been using the ML segmentation model for a while in similar approaches.
You should then have downloaded a demo dataset and in this dataset, you will find directories that you could duplicate for your own project and where you could put your pre-analyzed data. Another, maybe safer way would be to load each image and corresponding label into 3D Slicer first and upload each case to the MonaiLabel Server by the “Submit label” mechanism of the extension, then train.