you don't have to make three different threads!
I will try to help you in this one.
Quote: "I want make a thing like call of duty where the soldiers help you out"
Use Sensei AI (use search box) It is pretty realistic... or enough.. if you want real allies, buy FPSC X10
Quote: "I want to create my character in daz studio (www.daz3d.com)"
I can't help you there, but basicly, make the bones and the mesh, give it animation, and export in to FPSC. I have no idea how to do that, so check Nickydude's guide (use search box again)
Oh, and welcome to the forums! -But seriously, don't make three different threads, I heard you the first time.
-SC
nothing to say here