A known issue, since Fireworks is a dead application and no longer supported or developed since May 2013, and Illustrator CC's format is incompatible with FW.
You have a couple of options:
- Try to click the wanted vector on Illustrator and drag to the Fireworks document (so you need to leave opened both windows somehow side by side);
- Save the vector you want to import into Fireworks as EPS (CS6 or below, NOT CC) then you simply import it in Fireworks;
- Save the whole Illustrator file as CS6 (or below) and then open it from Fireworks.
If you want to copy objects from Adobe Illustrator to Fireworks, change the color format from CMYK to RGB. Fireworks supports only the RGB color format
Users have reported success by first "saving down" to the Illustrator CS6 format as mentioned above.
There is a way to do that. You can copy the graphic in Illustrator CC, paste that in Illustrator CS6, and then copy again to paste in Fireworks.