As Ben confirmed, you must open a dxf or dwg that has 3D content as a GDL object.
The next thing you'll discover with the Kohler objects (I've been there) is that the object comes in as all one material.
If you are not rendering, that's probably fine ... it'll look great in your various drawings. And, it's easy for users of all levels to do.
But, if you need to render and want different materials, Daniel Lindahl posted an excellent tip here (should have been tip of the month IMHO) about how to make that happen:
http://archicad-talk.graphisoft.com/viewtopic.php?p=18555#18555
It's a little guesswork, but it worked for me with the Kohler shower fixtures I tried after Daniel posted that excellent tip.
Cheers,
Karl
One of the forum moderators
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