That's all correct. The Gerber data is "dumb", actually contains instructions to control a photoplotter and no design intelligence. The PCB Editor database layers have some minimum expectations about objects added to them to assist the design process.
Create a user defined subclass, Setup>Subclasses, pick the button next to Manufacturing, type the name(s) of the user defined subclass(es) to add, close this form and the Subclasses form. Check the "world" is large enough to accept the drawing data through Setup>Design Parameters, then File>Import>Artwork, specify Manufacturing / <new subclass> as the destination for the imported artwork data. After importing the first film, you can opt to reuse the previous origin if you want to superimpose the artwork data from each film.