i have pro/e files for parts and assemblies with the following extensions:
parts-
.igs
.set
.vda
.neu
.stp
.ntr
.ct
.cat
.stl
.iv
assemblies-
.igs
.set
.vda
.neu
.stp
.ct
.cat
.stl
.iv
.obj
.slp
can i open them in autocad and/or microstation?
Now just do the same on AC and MS to see what you can open. Forget about Pro/E .prt, .asm, .drw extensions, these are native Pro/E and don't open anywhere else.
IGES, DXF and DWG should be OK in most applications, once you export them from Pro/E.