An imported .dwg file contains vectors which may or may not satisfy the requirements in SU for forming a face; to support a face you need a series of coplanar edges that form a closed loop without gaps or inclusions. To induce SU to form a face on such a loop, you need to trace over any one segment of the outline with the LIne tool. You need to repeat this for every separate face you wish to induce, until eventually all faces are present. You may Push/Pull an individual face.
Be aware that imported vectors come in as a group to prevent unwanted interactions witrh native geometry, so to perform the procedure described above, you need to either enter the group’s context to edit (double-click) or explode the group (right-click > Explode).