HOW DO YOU CHANGE A IMPORT FILE TYPE

I am not sure that I completely understand the question.

Do you mean, how do I import a STEP File?  To import a STEP file, just open it like you would any Solidworks file.

Or are you asking, how do you convert a PDF to a STEP file?   You can't, ultimately.   PDF and STEP do not speak the same language.  Even a 3D PDF is ultimately just an image file.

You might be able to convert a 3DPDF to an STL file, and then you would have to get some sort of mesher to convert that to a solid (FreeCAD can do this).   But I don't think that there is a direct way.