The best way to import geometries into Poser is an OBJ file. FBX is a container file and can contain any thing from a pose for a figure to a fully rigged and textured figure.

OBJ files only contain geometry. As to why the light wave isn't importing I don't without know what it is(n't) doing..Your best bet is OBJ anyway.

How to group materials together in the Group editor. Select the group you want to add too then Add > Material > [Whatever the material is]

It's technically possible to create a figure from a bunch of parented props but definitely not recommended. If you want to build a figure the setup room will probably be a necessity.  That said, here's how do do it the hard way.

In Hierarchy Editor (HE) parent the props in the order you want the figure to be.

On the Parameters for each object you need to set the order of rotation. On the Object properties palette check the option display in calculation order.

For each of the props you've parented together you need to sort the X, Y and Z rotations so the twist or long axis is first the primary bend is last

Drag and drop the rotation dials to the correct order.

An example rotation order for a knee on a human is Y, Z, X . The wheels of a car are going to be the same. A door would be Z, X, Y where Y opens the door

Select the root actor of your soon to be figure. On a human that's the hip for your car the body or chassis.

Once you have the object arranged and all the rotation orders set click the [Create Figure Button]

It will look like nothing happened. But a figure was just created in a special folder in the primary runtime.

In the figures category of the library look for a folder named "New Figures"

The figure you just created is in that folder.

Save your scene

Start a new scene and load the figure you created.

It will be a "Figure" but it's a long ways from working.

Fixing the joints to be where they should be is where you need the Joint Editor (JE)

The wheels probably won't roll straight. They will need their joint centers set so the center of the joint is there the wheel's hub is.

You can type in values or drag the green cross in the scene.

You'll need to setup how the joint bends. Being a machine this won't be as hard as a human.

There's a option on the figure actors called "Bend" you want that un-checked. That will make the actor rigid.

Save your new figure to the figure category of the library. Choose the option to create a new OBJ for the save.

That's the outline of the entire process and I probably lost you on the first line. But now you know where your going and there is a map. Just ask for directions along the way.