Most content that is not Daz specific should wind up in the Runtime folder. You should be able to locate the link in the content tab of the Daz window, you will see a dropdown list with stuff like:
camera
faces
figures
hair
hands
lights
poses
props

The pose files you want can be selected from the Pose sub directory. I realise this would make more sense if I could include a screen shot but I need to retrieve my imageshack password first :(
If you move pz files from the default directory Daz can't find them. The program is set up to also look for Poser content in Poser Specific Directories which is why NON Daz stuff winds up in a Runtime folder. instead of a DAZ Content directory. Most of the stuff I use is in a Runtime folder in the Content directory.

As to file types:
.bum are bump map files that are used by Poser4. Poser 5 and up use jpgs and whatnot.
.rsr are Poser Icon images for poses, props, figures, etc
.png these are Daz icon files generated when you save content, like poses, scenes, Daz lights, etc. Basically, they do the same thing as an .rsr. Each Pose for example has a Thingy.pz2 and a corrosponding Thingy.rsr or Thingy.png
.pz2 is a pose file found in the RuntimeLibrariesPose directory
.cr2 is a poser character (or figure) file. found in the RuntimeLibrariesCharacter directory This is essentially the same thing as a .daz file (Daz scene file)
.obj This is the object geometry and is found in RuntimeLibrariesGeometry. This is the actual 3d object itself.

Don't worry about the questions, we know it can get confusing. :)