Structural member from 3d dxf

Good day

I want too create a weldment using a 3d dxf as a starting point. But when I import the dxf the structural member button is grayed out. If I create a new sketch then I can use the button but creating a 3d sketch ontop of the dxf is quite difficult as there doesn't seem to be any end points i can use. 

Any advice would be appreciated

I attached the dxf file also.

SolidworksGeneral