Coordinates in Solidworks Drawings

Are you asking about ordinate dimensions like you would use for sheet metal work? Just choose dimension, ordinate, place a Z point and away you go. You can't use the corner of the drawing, though. You have to use something that is referenced to the part.

Whats the data your trying to insert?

If its a 3D solid, you just have to reference it to the current part that is loaded

If your importing say a bunch of holes from a DXF file (I do this all the time, I convert a Excellon NC Drill file 2:4I-LZ into DXF thru a filter program)

Your model will need a reference location to place the "import" and a plane that it will be loaded on to.

"Insert -> DWG/DXF"

once the drawing is pulled in, you have to move its origin to the position on your model where you'd like that origin to reside, then next to rotate the "sketch" about that origin...

Tools -> Sketch Tools -> Modify

This will allow you to move the drawings origin to a "known" location, and rotate your drawing once that origin is locked into position

If the inserted file is the first part of the "part" your designing, then align the drawing with the part "Origin" and go from there.

Please post a Template of your drawings Format to comment on / suggest.