All you need to do is drag-n-drop the file into the Creo graphics window or just use File, Open and change the Type to All Files. It looks like you do not have the required license to edit Faceted Geometry in the Student Edition of Creo. That said, it looks like all you will able to do with the file is open it, view it and save it in other formats.
Importing facet geometry and editing is an advanced capability of Creo Parametric and is not a good baseline of moving from Inventor to Creo. I would suggest looking at the curriculum named How to Model Almost Anything in the Document section of the Community.
