Look in the directory where your model is exported to. Is there a .mtl file? If not, then material groups/assignments are not being exported from Rhino. You need to make sure that happens first. Terragen should automatically recognize a .mtl file for your object (if it exists) and create "Part Shader" nodes to correspond to each material. If you go into the internal network of the object loader node, you should be able to see and edit these material nodes (the Part Shaders).
There is no way to "attach" a model to the planet, but if you simply want it to be dropped to the surface height of the terrain, select it in the 3D Preview and press D (drop). *If* your object's anchor point is positioned at the base of the object, then this will work. If not, then it may "embed" the object in your terrain, in which case you would need to manually position it by selecting it and using the Translate/Move controls in the 3D Preview.
- Oshyan