The reason you get text files after dragging the .lia file into the Altium window is that you do not have a P-CAD importer installed.
For versions 13.0 and older:
NOTE: These 2 importers are what you are going to need to be able to import the .lia file. Please Restart Altium software after installation.
For versions 14.0+:
1.Go to File > Import Wizard
2. A pop-up window will appear. Click Next and then click Get More Importers
3. You will be directed to the Extensions & Updates section. Click Configure
4. Under Importers/Exporters, check P-CAD and click Apply
Restart Altium software and that’s it! Your P-CAD importer is now ready to use.