You can do following:
Depending on how the characters are drawn (all in the same vector layer, one per vector layer, a piece of character per vector layer, etc.) you should move them (internally in the current anme file, using copy/paste commands for shapes or duplicating layers and deleting the not needed vector art ) to be root vector layers or
root group like layers, for each individual character. In this way you can import each character in a new anme file when needed.
The "Import Anime Studio Object" menu entry works like this: It shows you a list with the names of the root layers (those are the one in the layer hierarchy that doesn't have a parent layer) that you can select and import into a new anme file. If each single character is enclosed into a root group like layer (for example Bone layer or Group layer) or each single character is a single root vector layer or a single root Switch layer, then the character can be easily imported using Import Anime Studio Object menu entry (Under File menu).
See the corresponding section in the built in help for further information.
http://www.lostmarble.com/moho/manual/index.html (this is for Moho, older name of Anime Studio)
Best
-G