Where I think you are getting confused is the Add Block function inserts an empty block into the current drawing. This block is not saved as a individual dxf file. It is merely a place holder for that item in the the current drawing. What you will need to do to make the block useful is to edit that block by selecting the block and selecting edit block. Here you can draw the component you want in that block.
Once you have that block designed to your satisfaction you can now reuse that item in your drawing anywhere.
NOTE: The block you just created is only usable in the current drawing. To make it a block that you can use in other drawings you will need to create a block and then save it in you library folder.
You can create a block of any item in the current drawing that can then be saved for use in other drawings.
Here is a quick example.
1. start a new drawing.
2. create a 500mm X 500mm square
3. Add a block name it test
4. Select test block from the block list
5. Select edit active block in separate window
6. In the new window create a square 100mm X 100mm
7. Close the block edit window.
8. Select test from Block list.
9. select insert block.
10. Now select the test block
11. Select test block and then select save block. - Save the block in your parts library.
12. Open Library Browser and go to where you saved the test block. - You will notice that it is there for use.
13 Select the file in library browser and click on insert.
14. Place the item in your drawing. - Notice that you have another block in your block list.
As you can see you now have a 100 X 100 square that you can place anywhere on the drawing.
One thing to remember is that if you select test block and then select remove it will remove all the items placed not just one. To get around this issue you will need to save the test block in your library so that you can select it from there and place it. This will add that block to you block list in the current drawing which then can be removed without removing other placed blocks.
: This is a basic way to make a block that can be used elsewhere. If you are going to make items for use in other drawings it is better to create that item in a separate drawing by itself and create a block from that item, that way the reference point is set correctly. There are tutorials on the net that go into greater detail.
I hope this helps
When you have the will to always learn there is nothing that is impossible....The day you stop learning is the day you need to change your profession.