Hi ken, yes you can take a model you construct in MoI back into SolidWorks. I'm pretty sure SolidWorks can import MoI's primary 3DM file format directly, it may be listed as the Rhino 3DM format. Or also another method is to export a STEP (.stp) file out from MoI and then import that into SolidWorks.

re: assemblies - yes you can create assemblies of multiple parts in MoI as well. The way it works is that you can just create multiple objects (multiple solids, multiple curves, multiple disconnected surfaces, whatever...) within the same one editing enviornment, there isn't any special part versus assembly mode.

For Mating parts, MoI does not have a constraint mechanism so it's a little different but you can use object snaps when picking points and the Transform > Orient tools are useful for aligning parts with each other, see an overview of the Orient tool here:
http://moi3d.com/3.0/docs/moi_command_reference8.htm#orient

- Michael