Creating a pad from a DXF import gives error

The focus here is about the difference between ECAD and MCAD.
KiCAd is an ECAD sw, FreeCAD is a MCAD sw. You should get the best from each environment.

KiCAD as @Rene_Poschl already stated, has limited support for footprint and pcb edge designing…
Unless you are willing to improve the KiCAD footprint editor, adding your code to kicad repo, or you can convince developers to do it for you, this is what we have ATM.
Some related topics here:

Moreover you are lucky that you get most footprints already done by the great KiCAD Librarian team!
And there is also a nice kicad python wizard for many footprint types…

At the same time there is not a fully mechanical kernel implemented in KiCAD, so the choice is or to implement it inside (a lot of work and a long lasting path) or just embrace the ECAD MCAD collaboration…
Here you can find a nice document on ECAD/MCAD bidirectional collaboration:
ProSTEP-iViP_Use-Case_ECAD-MCAD-Collaboration
Eagle quite recently has embraced exactly this path:
fusion-360-integration-eagle

Other ECADs have their own internal mechanical kernel for measurements and designing, but this still is not the best way, in my opinion, because you will not get the full power of a mechanical sw into a pcb sw.