You can use the Drop-to-Floor command (CTRL-D) on each keyframe to return a figure to ground level, or, if you have Pro Pack, run an included Python script that does this automatically. Alternatively, you can turn off the ground plane and create a new floor prop underneath the figures, using a square primitive from the Props library.

If by animation window, you mean the Media Player window that pops up after Poser finishes creating the AVI animation, select Exit from the new window's File menu, or click the X-button in the upper-right-hand corner of the window.

You can add scenes or sets in which your virtual actors move around. They are usually treated as figures or props depending upon their complexity. You can also add a 2D background image by means of Poser's import function (either a still-frame or a video). In addition, nerd and Runtime DNA offer textured backdrop props against which your characters can cast shadows.