Collada is included in Poser Pro. I've never had much luck getting it to work but I haven't spent a lot of time trying either. I think Poser 7+ has a sort of 'light' version, iirc. 

FBX is in game dev version. I don't think it's in Poser Pro. It's purpose has always been for compiling rigs, textures, anims, etc, for exporting to game engines in whatever app you're using to build content for said engines. But you can use it to send the figure to any other app that can import FBX. But once you export a figure as an FBX file I don't think you can de-compile it to function like a normal Poser figure when you bring it back into Poser. It has to remain an FBX file.