Hi Mainjet -- Typically you Import a DXF into the Drawing space, copy the resulting Sketch and Paste that into your Part's Sketch and fully Dimension it (often using "Auto-Dimension") and use that to create your Part. Constraints allow you to place that Part as needed for your Assembly. -- Lew
Or you can set the X/Y/Z zero point before you export the DXF from your drawing program - that's what I usually do as I find it a pain to 'Move' a sketch.