Not sure how to change that particular format to something SW can handle. But in general, you want to try to get a .STEP or IGES or parasolid file and import that into SW. Check any other 3D modeling software you have, and expect to get a dumb solid from it.
There is no 'standard' between software. Different companies don't cooperate that much. Just have to experiment by exporting different file formats and importing them into SW.
Your first hurdle will be to find a piece of software to open the original file. I'd try 3D Studio Max if you have access to it. Otherwise there's Blender which is free.
The gaming 3d formats have very different purpose than SW 3d modelling format: nice flex picture with motion capabilities versus fully defined solid models.
I believe there is no way to find a reliable bridge between two formats.