The CAD files are saved in the STEP (.stp) file format. That is an export/import file format recognized by all solid modeling programs.
After importing a step file into your software program, you can save it in the format of your program.
This allows you to build your own 3D CAD library with parts made by different software programs.
Programs that work excellent together with step files include: Autodesk Inventor, Solidworks, Fusion 360, Catia, Solid Edge.