Try saving the .dwg file as a .dxf (AutoCAD). There is a file-importer for .dxf data, quite some time ago I had no problems importing polylines to blender.
Scale issues when converting into different file formats are fairly easy to counteract. Just make sure you add a line with a known distance (i.e. 1 unit in AutoCAD) to your CAD-drawing, so when the scale gets messed up, you easily can adjust it according to scale-bar.