Just chiming in here - 
You can create the model in just about any 3d modeling program - to get them to work in Poser the main thing to keep in mind is grouping the various body parts of the model with the specific internal names Poser uses to assign each part to its respective bone. (hip, abdomen, chest ect.)

As for morphs, (facial expressions and such) make various versions of (the head, for example) in those various positions. Save them as seperate .obj files, then import them into poser as morph targets. You can, of course, make some facial or body deformations directly in Poser using magnets and such.

You should also learn what UV mapping is all about so you can apply textures to your models effectively.

As it has been mentioned, all the specifics of the entire process can be way more involved than can be spelled out note for note in an online thread. But just to outline...

1 - Get yourself a modeling prog, (I use Lightwave but any of those mentioned will work)
2 - If your modeler doesn't do UV mapping, get UV mapper or something that does.
3 - Get familiar with Poser's Setup Room and .obj files as well as Poser's various native filetypes. (cr2 and such)
4 - Would be a good idea to learn a bit about editing .cr2's and such in a text editor.

It can be a long and winding road but Good luck if you decide to persue it.

Hey! His nose is dry! ... Someone should lick it,  just in case. - Diego