To convert 2D dxf to Solid Edge you need to convert to a draft file. Just do FILE>OPEN and set the file type to dxf. Then select the dxf file to convert. Make sure your units for conversion are set correctly(click the OPTIONS button. Then click OPEN and when prompted select the .dft template.
Once you have your draft file you can simply select the elements you want as your profile then COPY and PASTE them onto a reference plane in your part file.
Either create a sketch and paste them, or as the profile step of creating your protrusion.
I prefer to ceate a sketch first because you don't need to be so specific with the elements that you copy and paste - you can take a few extra elements for reference and location, and elements for for than one feature.
Once you have your sketch you can create protrusions etc directly from those elements or 'include' them into the feature profiles.
The Create 3D command in draft will create a 3D model from sets of elements that define the different views of the part. Have a look at Help for the method.
Unfortunately it will only work with fairly simple parts and the elements have to be exactly aligned. If it can't build the solid it will put the elements onto separate skethes for top,front,right views etc.
Good Luck
