I performed a similar analysis recently on a crankshaft. Basically I just had the model of the crankshaft, with the correct materials applied and then created a new 'modal' analysis, with no constraints as I wanted to finid the free-free natural frequency.
If you have a clue to the frequency from calculationsthen you can specify a range of frequencies for pro/e to search for modes of vibration. but basically yoou have to run the modal analysis and hope one of the modes it finds is the torsional one.
If you have multiple components, you can either just fix them solidly together or apply fastener connections to simulate the effect of fasteners flexing etc.
HTH