You asked two different questions.
#1 - Yes, you can import a Daz figure with props into CC3 - easiest (and best) way is with Transformer.
#2 - You cannot bind anything to an avatar so that it's one mesh, no matter how you get it there. The best you can do is attach it at a certain point (like the hip) and then change into cloth. This will deform to a certain degree and *perhaps* even well enough, but it will never be a single mesh and thus it's unlikely you could hide seams, for example. But it's worth a try to see how well it looks.
In Daz just use the normal export process, and the normal import process using Transformer. Tell it it's cloth and if you don't like the results (you might not) then try importing again as an accessory and THEN reweight it inside of CC3 as cloth. I've never tried either of these things with a genital prop and if I get the time I might, but I have tons of tutorials on my Youtube channel showing the basic process.
For women the best approach is to import a morph (and I *think* I have a tutorial on this but any of my morph tutorials will do). Renderosity makes a pretty good female morph that, with the right map, looks very convincing in all but extreme closeups. For men it's a different story, obviously.
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Mike "ex-genius" Kelley