Double-click on the icon. After a while the character appears in the viewport.
The character has the head morph and the texture applied. We can change the strength of the head morph in the Shaping tab, under Head.
AutoFace only provides a head morph and a head texture. We might want to add additional assets, e.g. a body morph, hair and some clothes. Some rudimentary assets are bundled with DAZ Studio, but you might want to consider buying addition stuff.
Next we save the character as a scene so we can import it in Blender later. Select File > Save As > Scene.
Choose a file name and press Save.
If you intend to use the DAZ importer to import the character into Blender, there is one additional step: save the world space coordinate of all mesh vertices and all bones in a json file. The DAZ importer uses this information to recreate the character in Blender.
For instructions how to install the DAZ Studio plugin, see http://diffeomorphic.blogspot.com/p/installing-daz-studio-plugin.html. Once it has been installed, select File > Export Basic.
In the file browser that appears, type the file name and press Save. The file must have the name as the DAZ file and be located in the same directory, but it has the extension .json rather than .duf. So if the scene is saved in hillary_clinton.duf, the file name must be hillary_clinton.json.
You can of course also export the scene in some generally recognized format, such as FBX, Collada or OBJ.
