Recent versions of Vectorworks allow you to drag and drop images, PDF's, and DXF/DWG files.…
Vectorworks Tip 404 – DXF/DWG – Drag And Drop Importing.
If you can locate your imported DXF/DWG file in a Finder window (file explorer) and you can see your Vectorworks drawing window, then you can drag your DXF/DWG file from your finder window onto your Vectorworks drawing window, and Vectorworks will then import that DXF file. This is known as drag and drop importing and it works not just with DXF/DWD files but it works with all file importing formats.