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You need a CAD conversion program like PolyTrans or DeepExploration to convert Pro Engineer (ProE) files or Pro Engineer itself, of course. None of this is a trivial matter, so ask whoever is supplying the CAD files to do it and even then you might have very little luck with teh resulting file - CAD data is often quite heavy with thousands to millions of polygons, for which PS simply doesn't have the guts. That, and of course you would have to clean up the data to produce a contiguous poly mesh. So if you have no prior experience nor an alternate 3D program, this will be a trial by fire for you... Best of luck!