Is that a minifix bolt…or something similar? I tried downloading from their site. I chose a 3D dwg as a format and it imported okay.
It looks like yours has imported with none of the faces filled-in…just the wireframe. This might be because the import options have the units set too low (although I can’t imagine them being anything other than in mm} Try importing in larger units…like meters, and see if that is more successful. You can always scale the import back down to the correct size with the scale tool.
If the faces are too small, SketchUp just refuses to fill them in. You can, however, scale something already filled-in down to that smaller scale…