Lots of people do it different ways.

Most people use external runtimes also known as external libraries.  I do as well.

You can install content into your external runtime or your Poser download library by
clicking on the content tab at the top of your screen.  There, select install content, locate
the zip file, and select where you want it to go.  The default option is Poser 7 etc etc etc.
I can't remember exactly what it says there. 

I hope that helps.

Good luck.