hi remfry, and let me be the first to offically welcome you.
good luck and have fun!

okay, the pz3 file is a pose file and you should find it under the poses tab, right below the figures tab. hypothetically, you can use any pose to any figure; they might look funny and need tweaking but they will work.
now the clown1 could be a figure...i'm not sure; what is the file extension(???). are these files that you downloaded or is this straight from the box?

if you are downloading content and adding to poser i would encourage you to start installing all of your downloaded content to the poser6/downloads/runtime folder...that way you can keep the "box" figures clean and happy and everything else in a seperate area.

here is an overview of the file extensions (the extensions in parentheses are the uncompressed extensions):

bum- bump map files
cr2(crz)- posable or conforming files
fc2(fcz)- face pose files
hd2(hdz)- hand poses
hr2(hdz)- hair files
lt2(ltz)- light sets
mtl- material files
obj(obz)- wavefront obj geometry file
pp2(ppz)- prop files
pz2(p2z)- pose files
rsr- thumbnails

these are not all of the files that you will be playing with, but didn't want to overwhelm you either.
hope this helps.

Comitted to excellence through art.