OK, I'm here again. I made a crown shape in AutoCAD and saved it as a DFX file. I opened the DFX file in the Shape Manager. I chose the make tool icon and then went to chose my contour and it seems to be 16 individual elements instead of a closed contour.
1st problem was I didn't start my DFX image at 0,0
I opened the part editor by selecting a part. Then I went into contour mode. Then I opened up the DFX file. I chose trim with the two entity option. And then I went around the DFX object and chose intersecting parts. This connects them.
I saved the file and it saved it as an X_T file. I went back into the shape manager and opened the X_T file. Then into the shape manager and I was able to select the shape as a closed contour.
When you draw your part in AutoCad be sure you have Object Snap on and in most cases Grid Snap off. This should help to connect the lines.
In the Part Editor, if you forget to start at 0,0 just select all your part then click the Move tool, click the corner of your part you want at 0,0 then enter 0,0 in the numerical entry box.