An IDF exported from DSPCB comprises of two files - IDB (board file) and IDL (library file)
Make sure to always keep the IDB and IDL in the same folder. To open in DSM, select only the IDB file.
Edits will always be saved in DS Mechanical's native format of RSDOC.
Missing components on 3D board?
If certain components are missing from the imported board, firstly close the IDB in DSM and delete the IDB, IDL and 'xyz** ECAD Library' folder in the directory you had saved from DSPCB at first.
Next, go back to DesignSpark PCB and use the IDF (standard) option in the Output menu with the PCB open. Un-tick 'Use design units' and choose mm, then OK to save to the pre-selected location.
Try opening the IDB in DSM again, and the missing components should now be visible.
Alternatively, go to the 3D menu-> 3D view settings, and change the units to mm.