When you build parts in the context of the assembly, sketching is the same as in the part mode with the added benefit that you can see and reference the geometry of the surrounding parts. You will use Convert Entities and Offset Entities as well as add dimensions to geometry.
Alternatively, you can change the setting Do not create references external to the model in Tools, Options, External References, and the new feature or part will not be created with any external references. Converted geometry is simply duplicated in this case, with no constraints. No dimensions or relations to other components or assembly geometry can be added. Hole Series A Hole Series is a special kind of Hole Wizard hole that is created at the assembly level and automatically creates in-context holes in the referenced components. While these are very useful in the design process, remember that you are creating an in-context feature that must be solved at the assembly level.