welcome to the forum.
If starting fresh: file / open (change file type trying to import), then to import a second solid: change levels, file / merge (change file type trying to import). Load your machine group, select stock setup, under shape dialog select solid then select the solid you imported as your stock. tah..dah
There are many great tutorials I HIGHLY recommend some books from inhouse solutions http://www.inhousesolutions.com/training/books.php WORTH EVERY PENNY!!!!