To import a surface body model (called a sheet body in NX), open the model in the CAD system and import the geometry as usual. If your model mixes solid bodies and surface bodies, you should select which type of entity you want to import via the Geometry preferences in the Workbench Properties of the Geometry cell in the Project Schematic. Once in the Mechanical application, you can adjust the Geometry preferences in the Details view, where they take effect upon updating.