As Pancenter has explained, those sfk files are essentially worthless.
Vegas can export AAF files, and Logic can import AAF files. "The Advanced Authoring Format (AAF) is a professional file interchange format designed for the video post production and authoring environment" (
link). This is what the studio should have provided, not a massive pile of wavs. You should request this from the studio, and I can't imagine why they wouldn't provide it.
If you can't get this, then your best option is to do what Pancenter said. But I think you're going to have the same problem you would have if someone handed you a pile of audio files from a Logic project. Audio cut from the project will probably still be present in that pile of files. So it will be a mess, and potentially a lot of editing work that has already been done will have to be redone.