Cimatron is delivered with many drafting frames and title blocks.  You can also open the frame tool and design your own frame.
Or you may receive a frame from an outside source via .dxf file.  These can be used in Cimatron as frames also, as long as the steps are correctly followed.
In the frame tool, once you select to make a New Frame, is a selection tool called "Insert Entities from Sheet".
That is the only button you need to turn screen geometry into frame geometry and save it as a new frame.
The problem almost always is that the .dxf import but the geometry into a view, not on the sheet.  This tool cannot work!
The easiest solution is to use the Group and Place functionality.
Activate the drafting view.
Group the frame geometry.
Activate the sheet.
Place and explode the view geometry.
Now that all of these entities are at the sheet level, the insert tool in the frame function will work as expected.