Apologies for the delay in replying to your post.Regarding DXF, you would not normally want to Insert a DXF file as an object since it will not be editable within Stardraw. Always use File | Open to open the DXF, and if you want to insert all or part of it in another document, simply copy and paste.
Regarding image files, please see the FAQ at http://www.stardraw.com/products/stardrawav/FAQ.asp?FAQ=017&AppName=AV
I hope this is helpful.