SDL Trados Studio supports most file types directly. This means that you can select files of those types and SDL Trados Studio can process them correctly without you having to prepare them in any way. Files which cannot be handled directly can usually be converted to a format which is handled directly. For example, Adobe FrameMaker 8 and 9 files cannot be handled directly but they can be exported to MIF format which is handled directly.
Click here to see a list of the file types you can translate in SDL Trados Studio and whether the files need any preparation.