.3ds - Object Mesh of some sort, you have to import it in

mt5 - Poser 5 Mat file - goes in your Runtime/Materials Folder, and will be found in the materials room in Poser

.lwo - light wave object ( similar to .3ds, its an object mesh and has to be imported )

.Lt2 - Poser light file - goes in your Runtime/libraries/lights folder, and will be found in your lights tab.

Not sure on the others, hope this helped.