No. That's simply not how this stuff is done, even for "real" 3D animation. Nobody in the animation world works with native DXF, STEP, IGES or whatever files. It's all converted to other 3D formats with all the caveats like spending days and weeks of sorting through it and cleaning it up. CAD and animation are simply completely different worlds. As to your specific issue you would have to explain what you actually want to import and what you want to do with it, anyway, but again - be prepared for some hard, tedious work.
Thanks for the reply, I just wanted to be able to manipulate a 3D object I designed on AutoCad in After Effects. If I cant do that in After Effects are there any other programs you would suggest? Thanks again