If you download a 3D file from the internet and are not happy with the alignment...
A new reference coordinate system can be inserted (Reference Geometry --> Coordinate System) to change the orientation.
A sketch point, corner, reference point and in the best case, a direction (plane, surface, edge, sketch line) is required for alignment.
This file can be saved in an exchange format (Parasolid, STEP, ...) with "Save as". At the "Save As" window you can click "Options..." to change the output coordinate system, at the bottom of the dialog.
You will see your result when opening the just saved file again.
NOTE: It is recommended to use Import-Diagnose with the final part.