file>file special>import 3D studio file.
You do need to have installed the goodies that include the 3D studio import/export addon.
go to the help menu if it is not on your installation CD and click on goodies to download it for your platform.
IMHO you should develop the skill of creating a file using the mesh tool.
HTH
Erika
Architect, Consultant
MacBook Pro Retina, 15-inch Yosemite 2.8 GHz Intel Core i7 16 GB 1600 MHz DDR3
Mac OSX 10.11.1
AC5-18
Onuma System
"Implementing Successful Building Information Modeling"