I have come across several customers having issues with bringing in DWG data into SOLIDWORKS. There a few different ways to handle the data and it depends on what you want in the end. So when you start the opening of the DWG file in SOLIDWORKS you are presented with a couple options.
One is to open this as a drawing file.
Another is to use the data for modeling a part.
I do cover these and more in detail in the video below.
So if you are needing to use DWG files or DXF for that matter and you do not see what you are wanting in this post or run into issues. Please contact your support for SOLIDWORKS whether that is us or another reseller.