You can import using the Create Character button.
The Facial bones are there but there is no facial profile 
I have seen this before but cannot remember how to fix just yet. will have to investigate further.( https://www.youtube.com/watch?v=b96mjhiF5Oo&t=42s)
EDIT: I found the tutorial that does fix facial bones. However there isn't one yet for Daz9. Perhaps there may be a way to edit it to fix this? 
More work to be done...
I am looking at seeing if its possible to go to blender first and tweak things then using the CC Blender tools to port it back. 

Update:
I have found this tutorial:
https://www.youtube.com/watch?v=jxu8L5w9ynA
This will be the process to get all facial stuff generated.
Its a tedious process as you have to do everything by hand. 
It is however a workable workflow. For now... 
I am going to attempt another process to see if I can get this to work where I can get better weight assignment in Blender then port it back into CC4.
Hopefully I can successfully generate a CC4 compatible character in the end.

Character Creator 4.3 - Now Available
Transformer now supports Daz Genesis 9 characters.

Warped Reality VFX.