There are several options depending on the details. Do you want just geometry, or feature history? Does the dataset include drawings, and do you need to translate them with associativity?
In my experience parasolid is the best mechanism to move geometry only, and XPS is the good for...
The "right" way to work with these drawings in NX depends on the circumstances- how many you have to work with, and what you need to do with the drawings. Some options...
(no need to edit) - viewable format such as PDF
(basic editing, no associativity) - translate via DXF or similar
(full...