Quote - I was messing around with defualt Daz figure and I wondered it there is any way to actually use it in Poser as a posable figure ...

The Genesis figure can't easily be used in Poser as a posable figure (the rigging method used isn't supported inPoser, so you'd have to rerig from scratch which would probably be more trouble than is worth the effort).  

Quote - ... or are you just supposed to import a Poser or Vicky figure into Daz Studio.

The Poser figures may work in D|S, but the newer ones have a rigging element that isn't supported by D|S, the older ones need the geometry etc. to be uncompressed (and you need a plugin to handle any PMD based morphs).
So realistically you might as well stick to the DAZ figures that you already use in Poser.