Imported geometry is often less exact than geometry you create directly in FeatureCAM. End points may not match and you may find that you have a lot of extraneous data on your screen. Deleting or hiding the extraneous data greatly speeds up the display of your part. You may also want to chain your data one piece at a time instead of using automatic chaining.
Gaps in your data make chaining your geometry into curves more difficult. With small gaps you may have to adjust the Endpoint tolerance set in Options > Geometry > Chaining. This tolerance represents the distance between endpoints that will automatically be bridged by the chaining algorithm. By increasing this tolerance you may be able to automatically close the gaps between endpoints during chaining. With some data you may find that you must manually insert line segments or arcs to close the gaps in the data. After closing these gaps, you should find that the data will chain more easily.