hajime, save the PRT or the STEP file as a SolidWorks part file first (just click "SAVE"). Then you would be able to insert it in the assembly.
When you mention the "center of the part" do you mean its center of mass? If that is the case, place a coordinate system in the center of mass and mate that with the origin of the assembly.
If you would post your STEP or PRT file here, I can do it for you.
Thanks. Why can't I just import the file directly without going through the step you mentioned?
Shall I place the origin of the first part as the origin of the assembly or the center of mass of the first part as the orign of the assembly? I think it is the former. Please confirm.
You have to save the part as a SolidWorks part because that it the way that people writing code want it done. Sorry.
You can import an assembly and SolidWorks will build an assembly for you. You still have to save it as a SolidWorks assembly.
If you place a part into an assembly and just click on the green arrow, it will place the origin of the part at the origin of the assembly, with the three part planes coincident with the three assembly planes (Front to Front, Top to Top, Right to Right). If you want to place the part with its center of mass at the origin of the assembly, then Alin's method should work well.