In Inventor you have
parts (*.ipt)
assemblies (*.iam)
and
drawings (*.idw or *.dwg). (think - a sheet of paper)
Drawings are not normaly placed in assemblies in the real world. I think what you need to do is import the dwg into a part file (*.ipt) sketch or maybe an assembly file (*.iam) sketch. Can you attach the dwg file here?