I have been suing AutoCAD and SE in conjunction with each other for th past year and a half. If I need to use a DWG file to produce a sketch for a PAR or similar SE file, I use these steps...
1. Remove all extraneous lines form the DWG file. All objects must be exploded if they are blocks and ungrouped.
2. Save the DWG file.
3. Open the DWG file suing SE and use DFT as your file type.
4. You should now have the DWG file open as a DFT file in SE.
5. Click on TOOLS in the drop down menu and select CREATE 3D. this willopen a small dialog box over the drawing, move it over so you can see what you want to use as a sketch. Then draw a selection box around the lines you want as your sketch and click FINISH in the dialog box.
6. SE will now open a PAR file and the selected lines are located on a sketching plane with in it. Clean it up, fillet out all your corners and you will have a viable sketrch from the DWG file.
NOTE: No matter how accurate your DWG file is, SE will not always connect corners and tangencies and must be manually done to the sketch before it will work as an extrusion. I work to 5 decimal places and SE still fails to completely connect the lines most of the time.
Is this what you were after?