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I can do this without a problem in SolidWorks. But this is Creo, and as only Creo can do, the simplest tasks are made as obscure as they possibly could be. How on Earth can a guy select an edge on a part for the purposes of assembly—e.g., to apply a constraint between that edge and some other feature on some other part?
I can use edges in assembly constraints.
Creo does allow this, the only thing that can be annoying is that edges can be awkward to select sometimes. Try setting the selection filter to 'Edge' so it's not trying to force you to pick a surface or whatever.
It might be set up that way because it is generally not a good idea to use edges as assembly constraints. If the edge disappears because of a later operation to the part (i.e., chamfer, round, or cut), the constraint disappears with it, resulting in a failure in the assembly.