Welcome to the forum, Thomas.
There are many reasons people only export part files. Sometimes to protect intellectual property while other times it is to minimize the data footprint of the file.
There is no easy way to create an assembly from a single imported part file. The best bet is to go back to the originating entity and have them export it as an assembly (multiple parts). You then have the option to import it as a part or assembly into Creo. Short of that, you would have to manipulate the import part to create multiple parts and assemble them yourself.
Having said that, you could use import data doctor (edit definition of the import part) to move groups of surfaces. Further geometry creation could close these surfaces to make solids. However, it will still be a part. There are ways in assemblies to manipulate this geometry by creating parts from within the assembly. In the long run, you will need to establish an acceptable way to work such a structure. Most times, I find that if it is important, it is just as easy to just create parametric geometry using the import feature as reference. With a little more effort, I can make the model independent of the import feature.
