File menu > Open > DXF file-type.
When you open a file with the DXF file-type, you add a DXF element to the Assembly-Tree.
The DXF element is a container for a DXF Drawing.
You can then link that DXF element and DXF drawing to a CAD-Line.
Thus, to show a DXF drawing, you must do two steps:
STEP 1 : File menu > Open
STEP 2 : Show the DXF Drawing
When you save a DXF drawing in your original CAD software: