To import a CAD file (typically STEP), install the STEPper addon. Install it from the Preferences menu. After installation, use File → Import → STEP to load your file (can take some time). The assembly structure is usually preserved, but sometimes multiple parts are merged into one object. To separate them, go into Edit Mode, press A to select all, then press P and choose By Loose Parts — this splits disconnected meshes into individual objects.