It sounds like you have the assembly file and not the component parts. You will need the component parts as well.
You should be able to open the NX part files directly. As I recall they might even be created as JT that link to the original NX files!
There are some tight rules that work with SE and NX when they open each other files.
All the files appear to be Unigraphics Part Documents.
If I try open as a part I get the message 'The selected file caontains geomerty which cannot be combined into a single solid/sheet and hence cannot be opened in SolidEdge'. Then closes.
If I try open as an assembly, it shows in the list but no image.
I do not have access to NX, only Solid Edge ST7.
Am not sure what kind of Parts the UG data is, but if they are complex surfaces etc, then the files will likely have a lot of Surfaces and Sketches.
These surfaces and sketches were stored on different layers, and did not 'dissapear' like they do in SE.
Further to that, if the parts were modelled using sufaces, and 'stiched' together, then there is the possibility that there are not Solid, and a only a group of aligned sheets. If that is the case, perhaps you could look at trying to get them from UG *.prt to an STL format, then trying to bring in the stl data.
Perhaps there is a UG viewer that will show you what is in the file?