how do you add a format (like STEP or IGES) to one of the files?
If you can open the file in whatever software you are using, there is usually an export option which will allow you to make a copy of the file in whichever CAD format you are hoping to make.
please use "export" or "save as'' option from File menu, select respective format and you can convert your files into those formats.
Note- software like creo and solidworks provide you an option to save your file as solid model or shell(surface) model while exporting.
Hope this will help. :)