Okay, your first point is straightforward. The .jpg is the actual texture file but it won't show up anywhere in the Poser library. Only the files within the runtime/libraries folder will do that. When you create the .pz2 which is the actual MAT file, it will point Poser to the texture in your textures/amanda folder. In theory the texture file could go anywhere on your hard drive but that isn't a good idea - it's best practice to put it in the textures folder somewhere to avoid your Poser files becoming spread all over the place.

In your second point, what you need to do is first (in Poser) navigate to where you want to store the .cr2 file you're going to create. You could choose, for example, the figures library and the folder where the figure you are creating the MAT for is located. When you click the + button, Poser will write a .cr2 for you in that folder. This will be in a subfolder of the runtime/libraries/character folder, not in the /character folder itself. This might be why you can't find it. The subfolder you need is, of course, the one where you asked Poser to save the .cr2 file.

Hope that helps a little - if it's still unclear, get back to us!

Steve