These answers are only guesses, you may need to experiment.
1. and 3. Look in the Program Files->Zabaware->Ultra Hal Assistant 6->Characters folder, where you put your .htr files. Check out the Sandy files - Sandy.htr is the People Putty character, Sandy.jpg appears to be the preview picture, SandyBack.jpg is probably the background image that loads when you load Sandy, and SandyStart.jpg looks like the start picture. Try creating similar .jpg files for your character. Note that they may need to be the same size and type as those examples, again you'll have to experiment (unless someone else here provides confirmed answers!).
2. Haptek characters:
Do not use on characters supplied with Hal. Try deleting the character's .htr file (better: move it somewhere safe, so that you can restore it later). Agent characters:
Do not use on characters supplied with Hal. Try deleting (again, read: move somewhere safe so that you can restore it) the .uhp file from the Program Files->Zabaware->Ultra Hal Assistant 6 folder. Again I stress that this is only a guess, and I take no responsibility if this breaks your Hal install [

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4. Presumably you're putting them in the Characters folder? Otherwise, give more info - are you getting an error message? What's happening exactly?
Hope this helps, and hope it doesn't break anything [

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(Edit: Added notes not to delete supplied characters, to avoid misleading anyone, thanks to Art's update below.)