If I am understanding you correctly you are looking to insert
an ACAD sketch into solidworks? That would be done saving out
of ACAD as either a .dxf or dwg and then file open in SW or have an existing
SW file open and going to insert ACAD dwg or dxf.
If you are looking to export a sketch out of solidworks, not sure that can be done.
Sketches in SW can be saved to the design library though.
You can sketch in Acad, and export to dxf or dwg and import into Solidworks, but it will not be constrained or dimensioned. Its origin will be set to the solidworks origin on whatever plane you import it too. You can fix it at that point and create your extrusion or cut, but it will not be associative with Acad. You can move the sketch, and dimension the sketch in Solidworks, but any changes made in Acad will not be related to the Solidworks sketch.
Your better off learning to sketch in Solidworks.
You can also copy/paste..
window your sketches in acad then "ctrl C" start a sketch in sw and "ctrl V" This will be the same as above not constrained. Also be aware of any over laping lines and remove them.