Irrespective of what application is associated with a DWG file, you should not try to open it with SketchUp.
Also you should not try and move it into a SketchUp window [which is effectively the same thing]
What you do with any file types that are not a SketchUp native SKP is ‘import’ it - see the File menu and in the Import… dialog choose AutoCAD [DWG] file-format.
There’s an Options button on the right - use that to include what information you have available…
I would not keep the CAD drawing’s origin as it might be miles away from SketchUp’s.
Choose the units used in the DWG - in the UK it will probably be mm if it’s from an architect, or metres if it’s from a surveyor - check the size of something once it’s in SketchUp - you can then rescale or re-import if wrong…
To fix the file association - right-click the DWG file’s icon and use Open with…. option in the context-menu.
Choose a CAD app and tick the ‘always open with’ box.
If you don’t have suitable CAD app, then why not get a free program like AutoDesk’s DWG TrueView [Google and download/install it] - this allows you to view and manipulate DWG files… - and associate DWG files with that ?