It is important to understand that most of the polygonal models that you find on the Internet are not suitable for use in engineering design (CAD). The solid model obtained from them will be incredibly heavy and very inaccurate. The best way to convert is to re-model using the mesh only as snap points.
But if your mesh was once a solid-state model, then you can try converting it back. The mesh should be as simple as possible, not from millions of polygons, but from dozens. The mesh must be completely closed (waterproof). Then you can use ConvToSolid or the AVC MeshToSolid plugin.
