CST will import .DXF and gerber circuit board files. It will also import .sat cad files, but only up to a certain version, which I think is listed in the help. Internet says All versions up to ACIS R23. My version of CST is older so maybe won't go that far! .SAT is the preferred CAD import format. Components are preserved, but not materials. Some other formats add all the parts and import them as one lump.
I agree with Malcolm White . As an additional point, I'd like to highlight that HFSS can support more CST files such as *.stl, *.spt, *.sat, *.dxf. Enjoi of these capabilities.