The method depends on if you have 3d, or 2d CAD files. If 3d, then the polylines must be turned into SU surfaces. If the file is 2d, then it must be assembled into a 3d model after importing, then converted into surfaces. If in either case the CAD drawing is made up of 3D Faces (connected polylines, 3 to 4 coplaner sides), then each face will import as a surface. Yes you can import the file as a component, and use it as a reference, or for parts to build your model.

Okay, cool. I wasn't sure I was explaining it clearly enough.