Sorry to be short, but * Read the Manual * There is one off the Help menu , or the pdf file is in the poser folder.

Poser content loads to the runtime libraries by either extracting a zip file or running a program installer.  You can import obj and a few other formats by using the File menu at the top.

You can either load a picture as a background image or load it to a prop through the material room. It wont be 3d though.

An obj file imported into poser becomes a static prop. (no moving parts)  You can create figures but thats a bit more complicated. 

File extensions  cr2 = figure, pp2 = prop pz2 = pose hr2 = hair fc2 = face mc6 = material collection mt5 = material  there are also files for hand poses , lights and cameras. There are also compressed versions of those categories with slightly different file extensions.

You can buy Poser figures and props to insrall to the Poser runtime libraries, they work the same as the supplied Content. Daz has a bunch of freestuff and an old freestuff area at free.daz3d.com  - use the free archive link on the top left.

There is also free stuff here, daz3d, runtimedna, sharecg, renderotica, animotions, and others.