When I use the Character Animator "File" import function, none of my .ai or .psd show up as eligible for importing. The user documentation says it should, but it doesn't. So the this program is unusable for me.
If you are in Starter mode (see the App mode button in the upper-right corner of the app window to see which mode you're in), Starter mode allows only importing of .puppet files.
If you are in Pro mode, it should allow you to import .psd and .ai files.