French gui is right about the animation export. The DoGA series uses an external keyframe animation system and not .X internally. You'll need to export the .X file and use some other tool to finish the job and make a game model.
When DoGA exports to .X, it will dump all the texture images used into the same directory as the .X model.
I'm something of a volunteer DoGA troubleshooter, the "Half of it is missing always." comment has me curiosity going. I wonder if you're using negatively scaled parts and they are appearing as inverted geometry. I'd like to see the .X file or perhaps the orginal DoGA file, if you want me to help.
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TAZ
"Do you think it is wise to provoke him?" "It's what I do." -- Stargate SG-1