This happens in any DWG file you try to open?
Make sure you are not in Rendered viewport mode where objects like curves will not be visible.
If you click in a viewport once (to deselect anything selected) then do a SellAll does the command line report anything selected? If so, try Zoom>Selected and see if they show up. They may be very far from the origin.
If nothing is selected, see if anything that was imported is on a locked layer or hidden.
If all else fails, can you run the SystemInfo command in Rhino and copy/paste the results here?