Unfortunately, the Auto Group function isn't perfect, so you'll probably need to spend some time afterward moving polys from group to group to get everything set up the way you want it. Remember to use the Weld button after making any changes to a group. When you return to the Pose Room, it should now be a posable figure, which you can save to the Library. As far as texturing goes, the imported mesh should retain whatever materials and uv-mapping you gave it earlier. I don't know why it would lose this upon import.