People thinks baking normal maps is just a basic step, but really it's not, there is a lot of theory to understand here if your model is even a little bit complex. Just taking a quick look at your files, your low poly isn't a contiguous object, it's made of several parts that aren't linked together, same for your cage. So when the rays sent from your cage towards your low poly reach an intersecting parts the result is artifacts. Your geometry is all wrong, no way this is going to bake properly unless you restart from scratch with proper hard surface modeling techniques (quads, no intersections, support loops...).
On the bright side your UVs looks good! Maybe start with a simple 2 parts model, try to explode it and bake it properly, to help you understand the theory with less possibility for failure. Take it slow and make sure you get it.
But first read this, those 2 posts are basically the Bible of Normal map baking for all 3D softwares and will teach you all you need to know: