Try Window>Heirarchy editor. If you have objects to make into a figure an option will show at the bottom called "Create New Figure". The H. editor is what alows you to tell Poser what part connects to what in a poseable figure. You also need to set up joints with the joint editor. If it's just one object that doesn't need joints you really would be better off saving it as a prop or hr2 file though. Just look at a human figure cr2 in the Heirarchy editor and you will get the idea of how the set up works.

"Your work is to keep cranking the flywheel that turns the gears that spin the belt in the engine of belief that keeps you and your desk in midair."

Annie Dillard