In the menu Tools → Modify Parts, you'll find the Generate parts under elements function, which allows you to create parts under selected elements. You can also use the
button in the CAD toolbar for this purpose.
If you have already selected the elements before activating the function, the parts will be created directly under the selected elements. If no elements have been selected in advance, a dialog box will open where you can select the desired elements. The parts will then be generated under these elements.