When you have a project open, click on the tab on the left side that says "costume", then (if I'm remembering correctly), you click on "create" new costume.
Then down where you type the name of your new "costume", there should be a little click-able button to import a character from which you saved.
You may also want to read the comment for some premade costume. Many of them have funny comment. I've read the Borgs (not all, include some 2371), Cardassian, Breen and Devidian so far.
I don't know who wrote that and why, but it's fun