Hi...
The Dummy figure turns on as a guide to sizing your character. If you are happy with the size of the character just turn off the Dummy figure by pressing CTRL+D (or from the top toolbar).
If the character is rigged with bones but wasn't automatically detected by 3DXchange, then please watch the tutorial below from the point I have linked. This explains how to convert the character correctly.
https://youtu.be/0lcI2y4EGmE?t=372
Peter
Forum Administrator
www.reallusion.com