Save 3D model as dicom format

I load several Dicom and use volume rendering to create 3D can I save 3D model as a dicom file or mhd and raw?

Volume rendering is just a visualization mode, it does not create any model, segmentation, or labelmap. This has been discussed before on the forum, see for example: Save volume rendering as STL file.

You can save the loaded DICOM volumes as mhd/raw file by using menu: File / Save.

To save as STL, you need to first segment the volume using Segment Editor module. See tutorials here.