If you are using DC11 you can simply go to your Open Dialogue, select DWG from the file types pulldown and double click on the DWG file you want.
If previous versions you need to create a new empty file. Select File, Import, DWG. Select the file you want to open and then let DataCAD do the rest.
Hope this helps.
AJ Blasio (aka Tony)
DataCAD 18 (DataCAD User since v5)
Windows 10
Intel CORE i5
8GB Ram