To apply several materials to an object imported from another program

Open DWGs in AutoCAD and move elements with different materials to individual layers.
Move parts to different layers in SketchUp and Rhino if you use these and save as a DWG(2007).

Import your DWG(2007) file into a metric furniture (or massing) family.

Save as a furniture (or massing) family and choose a name.
Load the family (or mass) into your project.

From the Manage tab in the project select Object styles.

Choose Imported Objects and scroll down to the layer and change the Material to any material in your project.

Family material and layer materials