I opened file (dwg) in autocad and tried import to stl. It tells me that there is no solids (only lines). I tried to convert it to solids (CONVTOSOLIDS command) and it tells:
I worked with a lot of cad files for playmobil in the last months and used 3dsmax to convert them to normal models. I got the autocad data as *.stl and *.stp files from the client. You could ask your client to send you the files in these formats. They can be meshed inside 3dsmax.