Hi Bertil,
I've been keeping an eye on this thread as it seems to be an interesting project.
It's a few years since I used Wildfire 3, I'm writing from memory so I'm sorry if it's vague or not quite right, but try this:
1. from the part file, Insert → Shared Data → From File and open the dxf to bring it into the model
2. create a new extrude on the same plane that the sketch has been placed on, and with the Use Edge tool, pick the edges of the imported sketch to create the outline to extrude. So you're not extruding the imported sketch itself, but using it as a reference to create a sketch you can extrude.
I have a suspicion that older versions of Pro/E can't import dxf into 3D models, so if that's the case with Wildfire 3, save the original sketch in IGES format instead and do the same steps as above.
Hope this helps.