• Use the Import command, click and drag. Result is a rectangle without any attributes (no fill or stroke) and also minus the image
• Using the Link command will place the image erroneously displayed as a grey image
• Drag and drop from Explorer (with Link Dropped Files unchecked), will place nothing on the artboard
• Drag and drop from Explorer (with Link Dropped Files checked), will place a grey image on the artboard

Refer to attached example image.