Normally, the files with such names are future version files that has been uploaded to 3D Content Central and downloaded to work in an older version. The conversion simply gives you the solid as an "imported Solid". At least in your case, this is true. You can try "Feature Recognition". But it has rarely worked well for me. :(
That model has no design/feature tree. You will not be able to see what is not there.
You could remake the model. It is mostly a revolved feature. You'd then need to make use of some projected sketches, and Sweep-Cut commands to make the details.
The buttress thread would be another swept feature, but along a helix.