What is best approach to migrate CAD data from Client legacy system to Windchill ?

Any migration like that takes lots of planning and maybe some custom code. When we migrated from Intralink to Windchill, we had to modify every file for new parameters and relations between the export and import stages.

It will also depend on what your legacy system is and how it stores the file relationships. In our case, we loaded the part files first, assemblies second so they could get the part relationship and drawings last.