I know this is probably a noob question.

I just finished the first Baldur's Gate (vanilla with some mods) and I want to move on to Baldur's Gate 2. I made a final save, but I'm not sure how to import a character. The manual wasn't much help, and it couldn't auto detect my save for some reason.

Do I have to copy it in the BG2 directory? If so, where? Should I use the character creator (which you can use to export characters) instead?

If you need more info, just ask.

P.S. Yes, I'm the one who asked about Aec'Letec. I used my thief to reach the back corner using stealth and sniped every cultists (they take a TON of damage for guys in robes who don't attack) before sending in the rest of my party to finish the leader. As for Aec'Letec himself, Cloudkill turned out to work quite well on him (and since his flunkies were already dead, I could cast it as soon as he appeared). This fight is also where I found out how to un-stack items to distribute them.

There's two ways of doing it, but one requires you to export the character from BG1. If you did that, just copy the *.CHR file that you exported from your BG1 \Characters\ folder to your BG2 \Characters\ folder.

The other way is to copy your final save (the whole folder) from your BG1 \Save\ folder (it will be named something like '000000002-Final-Save') into your BG2 \Save\ folder.

Just one last question.

I used a custom voice set for the first game (recorded it myself) and I know I have to record another for the second game (due to the larger amount of voice clips), but I wonder how I can attach this new voice set to my character. Is it an option available during the import process?

Not during import, no, but you can simply do it in-game. Go to you character sheet >> Customize >> Sounds. It's that simple.