Hi there cosacam,
To clarify: you're building all your seperate objects in 'object01', so that you can position and proportion things like nose etc...
Thats cool. Once you're done there you can select each object and make them seperate objects. eg: select nose -> cut -> object - new -> edit -> paste.
Now your nose is a seperate object, named object02. (rename it 'nose')
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So now in figure mode, when you go to add an object, there will be a list of your seperate objects.
As far as building the skeleton, (called a 'rig'), theres a few different ways of getting the rig the right size for your objects.
(note: bones can be added, deleted, lengthened, shortened, and thickened all in fig mode 'after' you have added an object.)
One way to make your objects the right size is to make your first object, (eg: -head), and then build a basic beginning to your rig.
Select the bone which you want to add the head to, and add the head. If the head turns out to be too big, go back to object mode and scale a bit smaller. Keep going back and fourth until you have the right size. Now you know that you can build the rest of your objects to suit the head, and the size on your rig should be ok.
Another way is to render an image of your completed character, or nearly completed, make a flat plane, (new object) and add the rendered image as a texture to the plane.
You can then add the plane to your figure and use the pic as a ref image. Just use any bone in figure mode, add the plane which has the image on, and position it where you want it. Use front view to begin, and remember that the plane, (ref pic) that you add is only temporary, and needs to be deleted later on.
Hope that helps a little.