1. Props can be made in any 3d model making program the exports .obj format. It's been a long time since I used DAZ Studio so I don't recall if it can import other formats. Fortunately most 3d apps can export .obj format.
2. Most programs that you build 3d models in have a means of creating UV mapping. Look in your manual for favoriate program or search Internet for turorials.
3. Like I said I don't use DAZ Studio that often but if it don't let you export stuff as a DSON .duf there may be a plug-in to let you do so.
I hope this was helpful. If the model making programs you have don't feel right, you can try some freeware and open source apps that might be more to your liking. Look for Wings 3, Anim8or and Blender. They all export .obj format. Tutuorials for them can be found all over the 'net.
Good luck.