Go for file->export option and select export to ansys.
For exporting to ansys you should have a FEM of the model.
This data file will be solved using Ansys as solver.
You won't be able to put any constraints or loads in Ansys.
Sarang
Did you tried to make the mesh to overlap.
there is a option which makes the nodes in two seperate parts overlap so they act as constrained.
If nodes are not common between two parts you won't be able to solve for assembly.
In FEM all the calculations are done with respect to nodes.
Hope this...
Gimini
It doesn't makes much difference, whether you are using Pro/E or Solidworks as a modelling software with ANSYS, if you are importing the geometry as IGES.
Sarang