You use the set up room to rig figures.  You can parent props to a figure or use geometry switching to change body parts.

The set up room is part of Poser's GUI and I prefer to handle any geometry switching I need manually in a good text editor like editpad lite or Text Pad. 

I'm not sure exactly what you are looking for from Python.  There are third party python scripts and plugins out there that will turn an .obj to a figure.  Check PhilC.net and his obj2cr2 plugin.