To connect your geometry you can do a number of things.
1st method...
Go to the Vertex menu and click on the connect button
Connect all vertices
Then
Go to the Edge menu and click on the connect button
Connect all edges
Then
Go to the Face menu and click on the connect button
Connect all...
Hi,
I've been using gambit for a short while now but have learnt some usefull things.
If you export the Pro-E geometry as a step file and import it in to gambit this should/will remove most if not all of the problems found with the iges file.
After that how you wish to decompose the geometry...