Hi Adsouza,
as far as I know, there is no interoperability and interchangeability between CAD software, So everytime when you want to open a file made with a different CAD you have first to creat on the native CAD software an export file like STP, IGS, and after that to import it in ProE, for our situation. The problem is that the just imported feature will be on the new file something not to be modified, so any modification must be done on the original CAD, than export again and import again.
The file created on ProE with the imported feature in can be use for your purpose, like to add in assemblies, so on, or to be used as reference to create new geometry , but that it.