Hi alex, you need to assign color to the objects for them to show up. In the object edit mode, click the color box next to the object name and select a color from the autocad palette. In the illustrate control box, select the default brush color to be the object's diffuse color.
Edit: if the object has a nonexistent material, you will need to create a material in the editor with the right color and assign it to the object (drag and drop).