Exporting from Creo Parametric

File > Save As > Save a Copy > Type: 3MF (*.3mf)

Creo Parametric doesn't have a mesh preview feature, so you'll have to go between this program and 3D Builder to check the mesh (see the next step in the checklist). If the mesh comes out too rough and triangulated, use the Customize Export checkbox to change deviation size (generally, decrease it by half per iteration).