The .pcf should be addressed in the readme. It will go into a designated folder in Geometries, and you will access it there with the free utility Objaction Mover 101

This program converts the .pcf into an .obj as long as you have purchased the appropriate retail model who's .obj is used as the keyfile to convert your .pcf (its a copywrite protection fuction that allows modellers to provide character content based on trademarked retail models like the ones from Daz3D)

you can freely download the Mover from here:

http://www.3dpmr.com/Utilities.asp

hope this helps,

Logan