STEP is the preferred file format to import parts into MachineBuilder. If your file in another format is not importing, you can convert to STEP and try again. Otherwise, if your part is small and very detailed, MachineBuilder may have a hard time generating it. In this case, you can create a part of similar dimensions but without any superfluous details, and use this as a placeholder or size reference in your Vention design.
You can find more information on importing CAD files here: https://vention.io/resources/guides/how-to-import-cad-files-23