Pro/E can open DWG and DXF files, as well as IGES. The File--Open dialog box lets you do this. Specify the type of file which you are trying to open. Also (very important!), make sure that there are no spaces in the file name. Pro/E will not see it if it has spaces.
If you have Wildfire 2.0, there is a tool called Autobuildz that helps you to create 3D models from this legacy data. It's not perfect, but it is an excellent time saving tool.
