Open the UV Map, for the Figure or Prop you want a Bump for, with Photoshop/  Then Paint over it; keepng in mind that white areas will cause bump and Black areas will do nothing.  Then in the Material Room create a new Image node, load your Bump, and plug it int the Bump node of the Poser Surface.

You may also decide t use the DIssplacement node.  This is very similar to the Bump node, but actually changes the shape of your mesh; rather than adding effect through the render process, like with Bump.