The actual creation (mesh-making) is done with a 3D modelling application like Blender. UV-mapping and texturing are also done with third-party apps.

Rigging a figure (to make it posable) generally requires tools included in Poser. Even if you use an approach other than Poser's Setup Room, you'll likely still need the Joint Editor and Hierarchy Editor at some point.

Morphs can be created either with Poser's magnets, or a modelling application.