Dear Karthik,

I believe that constraints applied in an external CAD software works only inside its own software. In Ansys what you can do with the CAD model is, in SpaceClaim for example, adjust parts positioning between each other and tweak features to simplify your model for the simulation. Then, the type of constraints you are mentionining (preventing rotation, etc) should be done via the boundary conditions already inside the Mechanical application.

Here follow a link for a good example on how to setup the hertzian contact problem you are working with:
Hertz Contact Mechanics - ANSYS Innovation Courses

The guy uses Design Modeler instead of SpaceClaim for the CAD, but what is relevant for you is how the model is set up inside Mechanical.

Hope that helps!