You can import NX files.
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Application Menu > Import > Select File To Import dialog > Files Of Type drop-down list > Choose UG-NX (*.PRT).
Important: The PRT (*.prt) file name suffix is also used by some Pro/ENGINEER files. To avoid confusion, always use the Files Of Type drop-down list to specify UG-NX (*.PRT) files, if that is the type you want to import.
NX is a solid modeling package based on the Parasolid kernel. The package contains many (mostly optional) modules, for example CAD, CAM, CAE, sheet metal applications, knowledge bases, quality control, and rapid prototyping. The file structure is binary.
3ds Max does not export the NX format.
Import options appear on the Import Settings dialog.