I understood how to create a morph with Hexagon 2.5 and impoting it into DAZStudio 4.
However, this process creates a global morph.
How can I create only a face morph?
For which figure? Genesis doesn't support partial morphs, there's only one geometry (which belongs to the root node). It doesn't, however, matter - a morph will change only those bits of the mesh you alter, it won't stop morphs on the unchanged parts from working normally (nor indeed will it stop morphs on the parts it does affect) - and you can place the controller on whichever body part you like if the root is not a logical or convenient location.
What do you mean by
you can place the controller on whichever body part you like
When loading a morph in you should be able to choose where the control is placed. You can also move it using the Property Editor.
I use the bridge between DAZStudio and Hexagon.
I don't see how to choose where the control is placed.
Is it a Morph Loader feature?
I think you need to go to Edit>Preferences>Interface and under Hexagon Bridge enable the Advacned interface option, that will give you extra options.