Do these curves drive the shape of the part you are making?
If so import them first before you start creating features and build the rest from the curves location, then when done move the whole solid boby to the correct coordinate.
or regen all the curves in the other program to the coordinates you want in the part file, then bring them in.
or after you get the curves in, drop it into an assembly and edit the part in the assembly at the coordinate you want the part at and build there.
if you are getting the drift there is not a simple...move the curve, if it needs editing it will always be from where the text file generated it.
So, as you said, there is no easy way. I can try to start with the curve and build my body around it, so much for a start part.
What if I want to bring in a second curve at another location? Then I guess I would have to use the assembly method you talked about. Yuck.
I think its possible by editing your sketch plane.
you can right click your sketch in feature manager and select edit sketch plane .
SolidWorks doesn't make it easy to work with coordinate systems. I'm not very clear about the details of what you are trying to do, but here are a couple of methods to change the coordinate system of a part. One is to use the Move Body command. I don't know if this works if all you have is a Curve, instead of a Body. I suspect it doesn't. A work around for that would be to make a body, say an Extruded Surface based on the Curve. Another is to make a Coordinate System, then export the part with the option to use the coordinate system, and finally import the part. This will bring it in using the new coordinate system.