Navisworks supports Leica (.pts .ptx) and FARO (.fls .fws .iQscan, iQmod, iQwsp) scan data formats as well as ASCII text formats (.txt .asc). I received a tweeted message the other day asking about getting the point cloud information from a Photofly session that resulted in .las and .pcg files instead.
Navisworks hasn't caught up with the recent addition of the .pcg indexed file format that AutoCAD and Revit use. It's a case of unfortunate development timing. It means that we can use .pcg files in Revit but we can't use the same files appended to a Navisworks session, we have to use something else. I've been starting with .pts files, creating the .pcg for Revit and then using the .pts in Navisworks. Your head hurt yet?
My suggestion to the twitter member was to import the .pcg file into AutoCAD and then Append that file into Navisworks. Navisworks will index the point cloud data when it reads the .dwg so you get the data despite the "unfamiliar" format. A workaround at best, but workarounds that work, work for me!