I think everyone starts out the same. Character Animator is not trivial software, but once you get past a certain hump you can do some pretty cool things with it.
In Character Animator you can export to “Adobe Media Encoder” (or AME for short). Its in the menus, or control-M on Windows. It will prompt you for a filename to save to (H.264 - .mp4 will be the default file extension). Just accept the MP4 extension (you cannot change it). (That is non-obvious trick number 1!). Even thought you have to click a Save button, its just the default name AME will use - you can change it later in AME.
Once you click Save, AME will start up (give it a minute or so). It then adds the render job to the queue, but does not start it running. This gives you a chance to change export settings. For example, you can change the output format from H.264 (mp4) to something else. Or you can change the output resolution. On Windows, the only output encoder that comes with AME that supports transparencies that I know of is “QuickTime / Go Pro CineForm RGB With Alpha”. There is a filter you can use when browsing through the media encoders available - I use “alpha” (alpha channel is the “transparency” channel). But you can just pick “QuickTime” as the first column and “GoPro...With Alpha” as the second drop down list. Only “with alpha” supports transparencies.
Once you have changed the setting for your job in the queue, you can hit Enter or click the green triangle to start the render job. (It will do all the files in the queue, so you can queue up a render job for each scene in Character ANimator, then go off and do something else while its rendering. On my little laptop it chews up so much CPU I generally don’t try to do anything else on the laptop. So I might queue up say exports at a time then go do something else. Also, closing the Scene window makes the render job quite a lot faster.)
Sometimes I find the render jobs fail if I have changed directory where I export files to. In that case, exit Character Animator and AME and start them up again - it generally works the next time. It does not always happen, but sometimes.
You will then have .mov files in QuickTime format with transparency support. I think Apple (Mac) has another encoder that supports transparencies as well (but I have never tried it). You can import that into Adobe After Effects or Premier Pro and layer different videos on top of each other To get the final result you want.