If it's intended as a hair prop, parent it to a character's head, then save it to the hair library.

Clothing is a bit more difficult.

In Poser 5, you can have dynamic-cloth props. These are saved to the props library. To make them act as clothing, you have to run them through a simulation in the Cloth Room.

But the greater majority of clothing items in Poser (both P4 and P5) are posable figures, just like the humans and animals. These are meshes which have been chopped up into body parts, then rigged with internal bones. They conform (or fit) to figures with matching joint parameters. And adequately explaining how all this is done would require several pages.

If you own Pro Pack or P5, Doctor Geep has a tutorial on the Setup Room you might find informative.

http://www.renderosity.com/messages.ez?ForumID=12356&Form.ShowMessage=1977525