Imported objects from other file formats, are often times really small, off centered, or very far away from scene origin, compared to the default scene scale.
First step is to make sure anything was actually imported. Look in the Outliner for new objects under current collection (geometry should be of mesh type). If there are any, use the Outliner to select them.
Then with the mouse over the 3D View press the Numpad . (Period) key, or go to View > Frame Selected for 2.8+, to view selected objects.
This will zoom in tightly on the selected object.
If the objects are too small or too big in relation to default scene scale you may still be able to see them due to being outside the view distance bounds.
If that is the case you may been to adjust clipping distances, either for the viewport, camera or both.
Working with scene scales too large or too small may lead to float point precision issues. Blender and Cycles render are set up to work best with 1 Blender Unit = 1 Meter, both in terms of lighting and physics. If your objects are in millimetres, Kilometres or very far from this scale range you may want to scale them up or down to fit roughly in that scale range, to avoid future issues.