I need to merge the geometry from 2 different part files into one solid model. How can i do this?
(Its greyed out for me because I don't have any bodies in this particular model:
You could use the Combine tool as Dan shows, or you could import the other parts first and then create the Boss-Extrude features based on one of their faces or planes.
2017 SOLIDWORKS Help - Combine Bodies
Another method is to insert the parts into an assy and use the Join command.
2017 SOLIDWORKS Help - Creating a Joined Part
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