You cannot use some *.kml or *.kmz files to insert geographic location information to a drawing file.
The KML file format supports many features such as placemarks, textual information, network links and so on. The program currently supports KML files containing placemarks. If the KML file does not contain placemarks, the program is unable to extract any information from the file.
KMZ files are compressed (zipped) KML files. As such, they too are subject to the same limitations as KML files. You can "Unzip" KMZ files to extract the corresponding KML file.
If required, you can open a KML file in a text editor. Placemarks are identified by the key word <Placemark>. If the *KML file does not contain this keyword, the program is not able to extract any geographic location information from that file.