when you import something done at reaal world scale in max , it will be huge in poser. Import at say 20% of figure size on the poser import options, that should make them visible, then scale in poser to the right size, and export as an obj to set the scale. 

I use 250% for max import and 0.04 for export

For shoes you would want to allocate a toe group and make it a conforming figure. If you dont need it to bend just import them as seperate objects , left and right , and parent them to the feet, then save in the props library. 

You dont really need anything but max and poser to make stuff for poser.