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Typically, a Gazebo model is constructed using mesh files (collada, stl, obj) for visualization and/or collisions. These mesh files are attached to links, and joints connect the links to form a model. All of this is done via SDF.

Here is a good tutorial: http://gazebosim.org/tutorials?cat=guided_i&tut=guided_i1

I assume you want to maintain the complete description of a model in CAD, and directly use that description in Gazebo. Right now that is not possible.