the N95 map application doesn't directly support POIs
It seems that the N95 map application doesn't directly support POIs, at least not yet. It does support landmarks, so you need a convertor for POI into the compatible XML landmark files. Of course, you are limited to what you can do, you don't have audio warnings for landmarks.
If you create or download the landmark XML file, you can send it to your phone via bluetooth, it should be recognised as the correct file.
People have had problems loading up too much data, with it slowing the application down, so beware.