As nestorovski points out, your DWG has probably come in as a single entity. If you drag and drop a DWG into your project for instance, it will come in as a 'Drawing', using the Drawing tool. The beauty of this is that it is just one element, and it contains the full original layer set embedded within it (accessed via the Drawing's Settings, under the Properties tab).
The downfall with this is that whilst you can snap to nodes within the Drawing, you can't magic wand them. Instead ArchiCAD will magic wand to the extents of the drawing.
If you do explode your drawing, just be aware that all of its embedded layers will become part of the project by default. Attribute pollution!
So you can either hide the unwanted layers prior to exploding to reduce the amount of layers that are consequently created in your file. Or if layer visibility within the DWG is not a big concern you could uncheck the 'Keep Drawings primitives on elements' original layers'. This would put them all on the same layer as the Drawing itself is on.
Cheers,
Link.