Just load the files from the Content window, as you would with any other file. This image shows something of mine being loaded into Studio.
As a merchant, I don't support Studio, as it is still beta software. I suspect this will change when DAZ finally get to a stable version 1.0 release. If enough people want support for Studio, you may find an ever increasing number of merchants explicitly stating that they do offer support for it. Time will tell, I suppose.