I haven't still tried with another modeling program (but I'll do), but the "Figure Setup Tools" suggested by RHaseltine allows to save a character in the library.

Thank you for your help RHasentine and Darman42, now I can become Dr. Frankenstein, and now I can create a lot of strange monsters! XD

Pardon, I made an error: the format is .daz, not .cr2.

However, when i save something in this format, i'm not able to see the creation in the library. How can i do to create a figure, and save it in the library in order to use it in future? Is it possible?

I use daz studio 3. When i saved the file, i chosed the option "save as" and saved it in the .cr2 format. It was also possible to save it like various type of presets, but however, the file never appeared in the library.