You can enter cylindrical coordinates directly into AutoCAD, but would be tedious and error-prone. Entering it in Excel is a much easier interface and allows checking. From AutoCAD help for cylindrical coordinates:
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To enter cylindrical coordinates
At a prompt for a point, enter the coordinate values using the following format:
x<[angle from X axis],z
X represents the distance from the UCS origin (0,0,0)
Angle from X axis represents the angle from the X axis in the XY plane.
Z represents the distance from the origin (0,0,0) along the Z axis.
For example, 4<60,2 represents a location that is 4 units along the X axis from the UCS origin measured at 60 degrees from the positive X axis and at 2 units in the positive Z direction.
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To omit the x-y conversion formula-writing step you could enter data in Excel and get it into the AutoCAD cylindrical format. Start the 3d polylines in AutoCAD, then paste in the Excel data.
If in Excel you have columns of radius, angle, and z in columns A -- C, then formula to create AutoCAD ready input would be"
=A1&"<"&B1&","&C1