You need to add a collider to the object in the inspector window in unity before you pack the assetbundle. For complex shapes it is best to make a low poly version of the object you are using and add it when making the game object.
Click add component in the inspector window, and add a mesh collider. If you look at the options in the mesh collider component you want to make sure "convex" is ticked, and where it says "mesh", select a mesh that fits the shape of your model.
You can either use built in collider shapes (cube/capsule/sphere), or add a mesh collider that forms to the shape of the model, the collision mesh will appear as a light green wireframe in unity. For models with loads of geometry it's not a good idea to use the same model as the main object, as it will use a lot of resources and slow down your scenes, make a low poly mesh that covers the same shape by subdividing/decimating a duplicate model in blender and add that to your model.)