Mates will not transfer when exporting an assembly as a parasolid, step or iges file. You will just get dumb solids with no mates.
You can Fix all your components before modifying. Or add the appropriate mates to your parts.
Welcome to the forum.
The closest you can get is to call up the file from the other program directly into SW.
(i.e. Pro-E, Inventor, Catia) These programs will allow a direct callup into SW, and will give you at least
the features. Nothing will be dimensioned or constrained, but the features are there to add these.