how to import files

I need to download files from our vendors numerous websites, these file types
are .dfx .ai .eps .fhg .pdf .wmf and .dwg.

I need to import and change the properties of these files. I did it once,
however I don't remember how, or what type of file would let me alter it.

These files are flat images of exercise equipment. I am building commercial
gyms through visio, and I need to have representations of our equipment on
the layouts.

Please tell me which file to use, and how to alter them. I have tried
numerous files, and picked Visio to open the file through, however it is not
accessing Visio.

Thank you,
Heidi