Why do I get the message "The finish is not a solid" in the machining tree, when my imported part is indeed a solid ?
The problem may be that the import has generated more than one solid. For example, threads can be represented by surfaces. If you look in the tree of entities, in the "shapes" folder, you will find several elements in addition to the part you want to machine. To get out of this, delete the excess shapes in the representations. Otherwise, before importing your part, go to Tools / Options / Translators / General and uncheck the box "Add sheet bodies to representations".