Good point about faceted surfaces, don't know for sure that you can solidify/thicken them. Which brings to mind another question: why facets, why not, as Shaun suggests, exporting an essentially NURBS surface, which is the native modelling method of 3dStudio, through a format that preserves a modifiable geometry format, like IGES or STEP. With facet features and REX, you are limited to the following for creating thin protrusions:
seems to be merely using REX to copy facet faces, turn them into surfaces. These surfaces, within a Restyle feature, can be directly manipulated, though it doesn't seem that you can do much directly with the faceted surface. Also, the facet vertices can be used to create datum curves which can also be used to create surfaces. A pretty cumbersome process, even if it does get you kind of what you want.
Anyway, it seems that a facet feature is a possible construction from laser scan or cmm data, the more points, the smaller the facets. And, yes, if someone has this data, the best place to work with it would be directly in REX. Or keep it in 3dStudio. I don't know about the ADesk product, but REX certainly has tools to avoid the facet stage, manipulate and refine the point data and convert it directly to NURBS curves and surfaces. This type of surface is most easily worked with in Pro/SURFACE or ISDX and is easily merged with other surfaces to make an enclosed, watertight volume or an open quilt. Either is easily turned into a solid model.