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when you open a dwg/dxf, sw should ask what you want to do, your options are:
1. create a sw drawing which is 2D
2. create a sw part which puts your 2d dwg/dxf into a sw sketch
3. create 3d sw parts & assy if from mech-desktop
if you create a sw part from 2d acad you have the chance to manipulate the 2d dwg/dxf and fold the views so they can be used for extrudes and cuts. sw calls this their glass box technology which works great.
3d acad stuff if created in mech-desktop should come across as 3D parametric objects in sw. I have never experienced this due to the lack of mech-desktop models.
The best solution, in my opinion, if the design is live and developing, build the parts using sw native features. This captures the proper design intent and produces the cleanest models.