I use AutoCad every day and have been using it since it came on the market. Now, the amount that that I know about the inner workings of AutoCad could probably fit on a pinhead but here goes.....
What you need to understand is that when you insert an item within a drawing, you've created a path for the inserted item to exist on your drawing. Should you relocate that inserted item into a new file, the original drawing that you inserted it in no longer is able to reconize the new location, likewise when you potentially move the whole drawing with the inserted items to another location (but not always). Should you create a drawing where you have inserted photos and/or other items from other files and you want to pass the drawing along for someone else to use, you'll also need to pass along the files from which the inserted items came from otherwise they may not appear on the drawing when the other user goes and opens the drawing. Example: when I crerate a drawing where I have included photos and I send it to someone else at another company, I need to make sure that I create an exact copy of the file from which the original photos came from, and include it with my email or disc.
Now with all that said, if you insert a line drawing from another file, you can always "explode" the inserted line drawing thus making it apart of your drawing as though you had originally created it there.
The amount of stuff that you can do with AutoCad is amazing, however I use maybe 5% of its capability on any given day. I create detailed drawings and roof plans for industrial re roofing projects with jobs utiliziing 10 to 15 pages of drawings. My drawings typical utililze 8 to 10 layers, a number of photographs on each page, vaarious line weights and widths as well as colors. Drawings can be created so that they "work with each other" and what I mean by that is; when you change an item on one drawing it automatically changes the same item on other drawings without having to actually open the drawing, but that can get kind of confusing it your not dealing with it everyday. This is typically done with projects utilizing a large number of pages where floor plans, plumbing and electrical plans need to match up.
My advice....learn how to operate AutoCad but also learn how to operate the machining tools that operate off of the various programs.
Good luck and have fun with it!