I learned modelling clothes in Wings by looking at a tutorial someone made on how to make a human figure. The method is similar. :)

First thing you do is to import the figure you are modelling for into Wings. (Exporting it first from Poser if necessary)

Then give the figure a nice, distinct color, and then lock it, so you won't edit it accidentally.

Then I usually start out with a cube which I size around the figure. Say a skirt, from hips down to under the knees. Then you can start to add lines, vertices and faces and begin to add details. Smoothing give you more detail, but make sure to save before you do, so you have previous steps to work on, since the more detailed you get, the harder it becomes to make major, sweeping changes on it.

For holes, you can use the "hole" material. You select the faces where the arms, legs stick out, the waist etc (depending on what clothing you do) and give it the hole material, which makes the clothing hollow.  

That's a good start. :)  Then when you have a test case you export the obj file (Select it, and export selected), out into Poser and test it.  If it's dynamic you test it in the cloth room, if you make it conforming, you need to rig it in the setup room. (Give it groups and match it with the character's bones)