You'll be happy with Mac if you do a lot of multimedia stuff (Photoshop, NL Video Editing, etc.), but it is not an engineering software platform by any means.
The last time I used a Mac was back in college doing FEA using Cosmos/M, but I think they are just Windows, now.
There is a lot of engineering software that is either available for Unix, or is being migrated to Linux (Pro/E included). Since the Mac OSX is based on BSD (Unix flavor), I guess there is some sliver of hope that the Pro/E code could conceivably be compiled for OSX at some point in the future.
You may be able to run a UNIX copy of Pro/E under X11, an X-Windows UNIX interface within OSX Panther (Check out http://www.apple.com/macosx/features/x11/). As I haven't operated any UNIX software in more than ten years, I can offer no further help there.
What I can tell you is that OSX communicates seamlessly with Windows file sharing using SMB protocol. At home, I have a five computer network with machines running Windows 2000, Windows 98SE, Mac OSX Panther, Mac OSX Jaguar and Mac OS 8.6. Jaguar is less reliable in PC to Mac connections, but Panther is clean and smooth and dead reliable in both directions.
To make file sharing easier still, I would recommend the puchase of an NAS, a Network Attached Server. They connect to your existing ethernet network and can be controlled (with the right address and password) by web browsers on any machine. The NAS is a full time, always available, hard drive that can be shared by any computer on the network regardless of platform, so one doesn't need to run multiple computers to share a common volume. Those that support the following protocols of TCP/IP, SMB/CIFS, AppleTalk, FTP, HTTP & DHCP are available from:
I don't think you stand a chance of getting Pro/E to run on a Mac under OSX. The processor is a Power PC. Your closest supported platform would be the IBM AIX OS. You can get PTC to send you a CD or download the code directly but I doubt it will run. Good luck.