
Photoshop
Some formats like ai, eps,pdf you can open in
Photoshop using open command from File menu,
Photoshop will automatically convert vector objects to pixels. Another way is to place vector based image from File > Place. Place command will always create Smart Object which is layer with some extra options. To convert Smart Object layer to regular just right click on Smart Object layer in LAYERS palette and choose Rasterize Layer or go to Layer > Rasterize > Smart Object.