1) You must know where your characters go. This is character sprite, so you need to open the directory where you installed rmxp and look for folder "Characters". You can copy-paste it there. The other way, the better one, is opening the rxmp and going to Tools - Resource Manager. Click on the characters on the left will show you available sets on the right. Go to import, select what you want to import, and it will import it. Then you can use it.
2) I don't know which character maker are you using so I can't help you on this really but I'll give it a shot: If you're using the one on the internet, right-click and choose an option fitting to "Save Image". You can just save it to the hard drive. If you're using a character maker called "Character Maker XP", find an icon above the sprites that says Export. I think it's second from the right. If you're using Character Maker 1999, there is a save option. Hope I helped out.