I have two pz3 files with one figure.
Is it possible to transfer one figure, with all textures morphs, pose,... to the other pz3, so it shows 2 figures?

Yes, easy way would be to save the figure to your Figure library using the plus + sign at the bottom of the library. When asked about subset, check off all items you want to save with the figure.

Then open the other PZ3 and load the figure. It should load complete.

"It is good to see ourselves as others see us. Try as we may, we are never
able to know ourselves fully as we are, especially the evil side of us.
This we can do only if we are not angry with our critics but will take in good
heart whatever they might have to say." - Ghandi

Quote - I have two pz3 files with one figure.
Is it possible to transfer one figure, with all textures morphs, pose,... to the other pz3, so it shows 2 figures?

There are a couple of ways to merge scenes in Poser.  The simplest is to open one scene, the go to File>Import>Poser Document/Prop.  You will get a dialogue box asking you to find the scene.  Find the scene and click ok.  This will add the second scene to the first.  When merging scenes you can get some wieird lighting glitches.  Sometimes the first scene's lighting is retained, sometimes it is overwritten by the second's and sometimes they both get loaded and you end up with a mess.  If you want to use lighting from one scene, save it as a light set.

Since you only want to add the figure there is another way.  Load the scene with the figure, delete everything except the figure.  If you don't want the lighting, delete all the lights.  Then import the new Poser scene.

Thanks for both answers, that was exactly what I was looking for.