IT does not matter where you put these files. You just have to know where you put them so you can navigate to them.

Let's say you put on your desktop (just for argument).

1. Load your character into Poser. 
2. Got to "File," then "Import," then "Waqvefront OBJ"
3. follow the prompts.

When you get to the screen asking what file to import, navigate to your desktop and click on the obj file.

You should see it automagically appear on your Pose screen. Use the x,y,z trans dials to move it where you want it, and parent it to your character.

You can then save it to your props file for future use.

That's all there is to it!