Our company runs NX and Solid Edge, using "Part Copy" in Solid Edge we can bring a NX part into Solid Edge, linking the parts with the NX part as master. Is there a command in NX that does the same thing?
Yes there is. Just open the Solid Edge Part in NX and look at the feature that is created for the Solid Edge body. There is a link between your new NX part and the original Solid Edge part.
Also have a look at File --> Properties and then the Interoperability tab on the dialog.
Search for "interoperability" in documenation for more info.