Hi,
As you mention, DXF file import is a feature you can find in Ultiboard. Lets go point by point here:
1. The reason why you might not see your imported object might have to do with the 'layer' assigned to the DXF file when you imported, that should had been a option to select on the Import Dialog. Lets say, you imported the DXF file to the Silkscreen Top layer, you should have that layer selected for viewing under the Layers Tab of the Design Toolbox. This applies when you are working on the Design Workspace.
2. When you are creating your own custom footprints... you can indeed import DXF files, however, any pads included in your DXF file are not functional, you will need to manually assign pads to your footprint (for route creation), then you will save this footprint to your user database and use it for your own components, in this way you do not need to create them every time. Once you save the footprint in the database, you can assign it to a component that you would usually use. In the Footprint Edit Mode you will select File >> Import DXF for this action. If this option is not present try Options >> Customize User Interface in order to find this function and add it to your menu.
3. As for the 3D info, that one I'm not so sure about, I would say no, you cannot import 3D data, based on how a footprint file works, you build the outline, create pads, and then you also configure 3D data, but I'm not sure if you could import it. I don't have a 3D DXF file with me in order to test it, but I doubt it will work.
If you need help on how to create a component's footprint or schematic symbol please consult your User Guide.
I hope this helps.
Nestor
