If all worked so far, you can stop blender now. The exported file "longnose.dsf" needs to be copied to your DAZ-Studio contents directory. Usually the morphs are within the ".../data/DAZ 3D/Genesis/Base/Morphs" directory within DAZ-Studio's installation data directory. DAZ-Studio seems to look in there for files by default. You can create a subdirectory within the Morphs directory for your own morphs. I copied it to V:/dsdata4/data/DAZ 3D/Genesis/Base/Morphs/Millighost/longnose.dsf. After that you can start DAZ-Studio. With Genesis loaded, in the parameters tab, select the Actor group. Based on the name you have given the shape key, the morph should be listed in there. Dialing the slider should dial in the morph/shape-key.

That was it. Hope this works, i only tested this once with windows, since i use linux most of the time, so let me know if there is something not working :-)

Good night & good luck.