Once you have converted an AutoCAD file, from DXF or DWG format and opened it in NX, the 2D curves can be added to a sketch, constrained and then used to create a solid model. I have done this a few times as part of a benchmark or in demos.
John R. Baker, P.E.
Product 'Evangelist'
Product Design Solutions
Siemens PLM Software Inc.
Cypress, CA