I'll start answering with a question: Do you really want to create a Windchill part (WTPart)for every ProE part? At my company we have found that less than 10% of our models need parts. This is because we only want to control the lifecycle of parts for saleable product and most of our files are either experimental models or models of experimental parts. We create the WTParts manually and create the association. If you want to create a WTPart for every ProE part then in the checkin screen (select the files and press 'checkin' in your workspace) there is an options button which brings up a new screen with a tickbox for 'create or associate parts to docs'