Correct. The only way to create a CAD document (EPMDocument) is with a workgroup manager for that specific CAD type. Creo files can only be created and loaded into the system from Creo, Solidworks files from solidworks, etc.
I don't believe there is a workgroup manager for DWG. Instead it is treated as any other export data (PDF, IGES, DXF, etc.) and will be stored as a standard document.