Hello~ :D
Have you downloaded any plugins especially the ust format converters? UTAU voicebanks, unlike Vocaloid are aliased differently depending on how they were recorded, so unless you want to convert them manually you'd really want to download converters. There's an all-in-one plugin for that here.
And since you're just starting, Cdra made a useful guide for UTAU here. It's a bit outdated but still very usable
Oh damn i misunderstoot , well something handy is the import vsqx plugin , this way you can import vsqx ( what normally isn't possible) also cvvc converter (it changes the ust to cv or vcv)
Some good resamplers are moresampler (a bit picky but great), fresamp (YEAAA POWER), and I don't know if this actually is but, tn_fnds (good for soft ones, like Renri)