Hi, Anna:
Looking at your plan image, tells me that you could approach this in at least two ways.
Perhaps you should draw a large rectangle that extends beyond the perimeter of your plan, then select this and the plan graphics, right click, intersect. Your plan graphics lines must all be on the z=0 plane before importing into Sketchup. This of course will help reduce any face forming errors. For a simpler model, the internal features of your exterior walls could be erased. You decide.
You could just start tracing along the lines of your plan, forming faces as you close the shapes.
In any case, you cannot extrude the walls up until faces are formed within the perimeters of these walls.
By the way, if you are familiar with the Sandbox Tools, you could select the dwg import graphics and Drape onto the large rectangle in 1.
Do I still misunderstand? (I am good at that)