Run external command with awk: example with cat command.

In the example below, you pass the filename myfilename.pdb to awk variable x and cat the content of the file each time MODEL is present in column 1 of the inputfilename.pdb:

rec=myfilename.pdb
awk -v x=$rec '{if ($1=="MODEL") system("cat " x); else {print $0}}' inputfilename.pdb