Fair skinned model- If you have a "painting" program I suspect you can alter the color on a texture you already have to be fair skinned. Do be warned however that can very much effect specularity and lighting. 

Water bubble- bet you can get that effect with a primitive object ..if you want some help I can try and work one out for you.  PM me if you want me to work on it for you.

Water splashes and rings- hmmm.. Might be able to make those from a primitive plane and d-form..

If your still missing the horse I think maybe one of the big bundles at daz that is currently free may have one of those.. I could be wrong however. And then you may be searching the web for a better horse texture..

If you were adding the zip into Daz Studio and its not a studio only file then you should unzip into the content folder just under the Studio folder in Daz. 

Unless your using the poser only materials it should be 95% compatible with daz from the get go. I used daz for over a year before anyone told me poser files didn't work in it. -snorts-  What may not translate perfectly is bump/displacement as poser and daz use different "scales" for those. If the bump/displacement is to low go into surfaces and look down in the bump or displacement and raise the percentage to 100% to start. Occasionally gloss or some other factor will look a bit off as well but generally it will look about the same. If your plan is to make separate materials that fix those issues in daz they will be easy to save but will go into a file in studio rather than content. Daz only files need to be saved down there.  If it is a prop that you want to save a pose for via studio your going to need an extra script. PM me and I'll hunt it up for you. If you get stuck on any of it let me know.

Google "v3 free clothes". If you don't have any luck pm me and I'll look through my links and see what I can round up for you.

I am going to assume you want to export it to do something to it and not simply to use it in poser as is. If that were the case would just be simpler to have poser access your daz files.

I think I am right about most of this but don't shoot me if they some of its off. In the file drop down go to export. Pick the file you want the new object located in so you can find it. After that will be a box with basic and advanced. Be sure it is preset for poser and scaled 100. If your exporting to use it in poser as a say a prop you won't really need to change any of the settings. If it were say a dress that had been cut apart for grouping (I think the MDF is) and you wanted to use it as a dynamic dress then be sure to leave the weld figure box checked. Invisible nods are I think for if there are body handles on say a skirt to move it separately for the body. Other wise you may not need those. Odds are you can leave the advanced settings alone unless your sure you don't want to take the materials UV information or groups of the obj with you. 

And that click is located where?