Either approach is supported.
To bring in an already existing part, use the 'Insert design' icon on the ribbon and browse to the location of the file. Each click in the workspace will place an instance of the part in the assembly. Press Esc to stop inserting copies.
Chances are the part will be in wrong place and/or orientation. Assembly constraints are used to fix the part in place - you can do some initial positioning by click & drag. Shift + drag will rotate the part.
There are plenty of training videos about working with assemblies - if you are using Atom3D, be aware that the videos were produced using Alibre Design, so not all options may be available. In some cases the user interface shown in the video may be a bit out of date.
Alibre created a reference video about assemblies for our community to utilize when using Alibre CAD Software. View our full archive of reference videos.
www.alibre.com