Ok, i have a zombie splitted into obj files.
How can i import these obj files so that they could become one tool with those obj as subtools?
I can’t figure it out 
Check out this link! You will see the how to get those obj files into the ZBrush!
Next:Pick up your major sub tool and click on it in sub tools palete!
Next:Click on the ZPlugin(right of zoom)! When it opens,click sub tool master!
You should see pulldown,and there click MERGE ONLY!
Next:You will get a window where you should click merge only(you also have a option to merge and delite sub tools but you need to click MERGE ONLY to preserve your sub tools)!
One more thing,if you don’t have sub tool master,you can download it 4 free from DOWNLOAD CENTER! In the zip folder you get instruction about instalation!
Hope i can help,good luck and Happy ZBrushing 
One more thing man,sorry for my poor English! If you have any question,feel free to ask! Cheers 
Doh!
It was the Apend button, and i just needed to load all those obj as tools and only then connect them 
Anyway, i thought i would be able to edit them all at once, but i was wrong, is there a way to edit them all at once?
By the way, you can use SubTool Master to load multiple OBJ’s and combine them all at once.
Regarding editing everything at once, part of the point of SubTools is to allow you to get more out of your system by breaking a model up into bite-sized chunks. There is no way to sculpt multiple SubTools at the same time. You can, however, use TransPose on the entire model, thanks to the TransPose Master plugin (available from the Download Center). This works by creating a proxy model that is a combined low-res version of the figure. When you’re done posing it, TPMaster then copies the changes back to the version with all the SubTools.