Imported features are 'dumb solids' - in other words, they are a single feature in ProE that cannot be modified or redefined. You can reference surfaces and create features that reference the dumb solid, but there is no method of bringing in neutral files as native, modifiable geometry.
If the source CAD system is either CATIA, Unigraphics or SDRC I-DEAS, there is a company that will translate the CAD model into a native 3D ProE model or assembly for a fee (typically about $140/part).
