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Sounds like you are using the correct proceedure for a "Bottom Up" assembly management, which is intended to get your standard parts into you Assembly. You can also use a "Top Down" approach, inserting new, empty components into the Assembly "on the fly", and then defining their shapes in tandem.
Since the History List claims the components have been inserted into the assembly, there are some things to check:
1) Zoom scale - the component may simply be off-screen.
2) The Part Object that has been instanced as a component might be empty.
3) The Part Object that has been instanced as a component might be blanked in the assembly, or it's geometry blanked in it's model space.
The attached PDF "Show and Tell" and sample VX file may help you get to grips with assemblies.
In addition to the on-line help, there are PDF files on your installation CD too.
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As a newbie, you might like to download ReadySketch, a free add-on program that has a wide range of pre-defined parametric Sketch shapes. It will instantly make you more productive.
FREE DOWNLOADS PAGE
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1. Sometimes components don't appear because they're not in your field of view. Try zooming out.
2. New users forget to middle click to finish and therefore the component never imports because you inadvertently exited the command.
3. If you typed the name (instead of picking it from the list), VX creates an "empty" object, ready for you to create new geometry. As Chris mentioned, this is a powerful feature but it can mix people up.
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I hope all is well as you say - being a newbie, you have not got your head around our terminology yet and I'm not sure I understand what you are doing
It is very important to get your object management right, else you could go a long way down the road and then discover problems. Here is a rough guide, please
study the on-line help. I recommend training from your reseller too - a valuable investment because you will be more productive.
VX File: A container of one or more Objects.
Root Object: Top Level Data Container:
Part/Assembly Object: Contains 3D Model geometry or 3D Assembly Component Instances.
Often Contains Local Sketch Objects and Local Equation Objects.
Drawing Packet Object: Contains Sheet Objects.
Sheet Object: Contains 2D Layout geometry, including 2D Views which are normally related to Part/Assembly Object geometry.
Root Equation Set Object: Contains variables (inc constants) and expressions. Can be used by other Objects in the same file or other files.
Root Sketch Object: Contains 2D shape geometry for use by 3D functions (extrude, sweep etc).
Can be used by any other Object in the same file or other files.
CAM Plan Object: Contains Component Instances of Geometry to be CNC machined (including a Stock Object), Tactics and Operation Objects.
Often contains Component Instances describing machine set-up such as m/c table, clamps etc.
Root Clipboard Object: Contains a copy of a Root Object (e.g. Part Object, CAM Plan Object etc).
Used to copy existing Root Objects from the current active File's Root Object List and can be pasted into the current
active File's Root Object list. If in the same Session, the active File for pasting need not be the File copied from.
Object: Local Level Data Container:
Component Object: A component is an "instance" of a Part Object. Components can be placed and orientated in 3D Space (e.g. in an Assembly
Object, which we might describe as the "Host"). Component data only consists of the information necessary to represent it's
related Part Object geometry on screen, you cannot modify it's shape. You can "merge" the component into the current "Host"
object, where upon you then have "semi dumb" geometry that you can modify. The geometry has no history, but since it's
placement in the Host Object is recorded in the Host's history, it's geometry data will change if it's related Part Object is changed.
You can also "click through" into the related Part Object and modify the original geometry. In so doing, all Component Instances
of the Part Object, in all Objects, will update accordingly (updating can be set to be automatic or manual).
For Example, let's say you have instanced Part Object "Widget01" into Assembly Objects "SubAssembly01" and
"SubAssembly02". Now, when in SubAssembly01, you click through to Widget01 and modify it. The modified shape will now be
shown in both SubAssembly01 and SubAssembly02.
Components can be instances of Part Objects from the same File or any other File. This is a very powerful capability that requires
strictly applied Object naming. All Objects, across all Files, must have completely unique names. Files should have a defined
storage location and ideally should not be moved during the lifetime of a project.
Stock Object: A description of work piece material to be CNC machined. Most often this is simply a block shape.
Most often a Part Object is modeled to define the Stock Object.
(It's CAM Class attribute is set to "Stock" to differentiate from being a Part Object)
Local Sketch Object: Same container as a Root Object Sketch, a Local Sketch resides within a Part Object or CAM Object.
Local Equation Set Object: Same container as a Root Object Equation Set, resides in a Part Object or in a Local Sketch Object.
Clipboard Object: Contains Part, Sketcher or 2D Layout geometry. Has Root Object behaviour (but is not listed in the Root Objects List).
Can be used by other Objects in the same file or other files, but with logical restrictions.
For Example, 2D layout Clipboard Objects can be pasted into a Sketch, but 3D Part Clipboard Objects
cannot be pasted into a 2D Layout.
CAM Operation Object: Contains material removal strategy type, tool path parameters and cutting tool reference.
Can be used by any CAM Plan Object in the same file or other files.
Symbol Library Object: Contains 2D Layout Symbol Objects. Can be used by any 2D Layout Object in the same file or other files.
Symbol Object: Contains 2D geometry, optionally including text, for placement on 2D Layouts.
Bundle Object: Contains multiple records of text-based data that defines parameters.
For example, can be used to store Hole shape/size parameters, Face attribute parameters etc.