In the Project Window, select the DSN file entry, then Tools>Create Netlist, PCB Editor tab. Initially, don't use the "Create or Update PCB Editor Board file (netrev)" option and resolve any issues with netlist generation that are purely schematic related.
Note that you can load the netlist, through the "Create .... (netrev)" onto a blank board and get a default starting point, or select to load into an existing board.
Also note that the netlist import will verify that the schematic symbols and footprint symbols have exactly matching connect pins (pins with pin numbers) to proceed correctly AND that the required footprint symbols are found in the configured library paths. The "netrev.lst" file will log the netlist import activity for review.