For Inventor based modelling the orientation that gives you placement at 0,0,0 without any further messing is like this (1mm in Inventor = 1mm in KiCAD):
As per image, you need to create the parts as one continuous piece.
Materials can be assigned to features or even faces - only color and shininess info will make it though, no textures.
If you want opaque parts you have to get creative (search forums for my posts on this) as Inventor (tested up to 2015) can only handle this kind of setting per part and not per feature/face.
For direct use in KiCAD you use export as STEP format, like this:
Be aware that if you share your STEP file there will be information about you in them. I run mine past a FreeCAD script that @maui made to get usage license information in there and my personal info out of there.
PS: for DXF outlines for complicated pcb outlines I also posted stuff on the forums. Start with Sheet-Metal in that case and export the flattened part..