""But say I do manage, after several years, to get the character like I want. How do I give it skin texture, make up, stuff like that?""

Depending on the model you are using - you go to the site that made it and find the texture template.  Then you go about photographing your girlfriend or painting incredibly detailed maps of her by hand (oh boy) and taking those photos and pasting them into the template.  Then you edit it so it all blends together correctly.  You can add your makeup at this point as well. 

V4 template :  http://www.daz3d.com/i.x/shop/itemdetails/-/?item=4781

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I am:  aka Velocity3d