To import solid bodies you first need to export them from the CAD system. Most CAD system datafiles are propriety (unless they've all moved over to XML in the few years I've been out of the industry!). DWG is Autodesk's file format and they don't (well didn't) encourage people to read it directly. They did offer a file reading/writing library if memory serves, but I don't know what the state of that is now. DXF, IGES and STEP are all data transfer formats.
DXF is owned by Autodesk but is published so other companies can use it to read and write models. The DXF reference is complicated, but is just a reference - you need to know the concepts before you can understand what it represents.
Solid models can be represented in a number of ways, either by Constructional Solid Geometry (CSG) where the shape is made up from the addition or subtraction of solid primitives from each other, or by Boundary Representation (B-Rep) where the edges are stored, or by triangulated faces (as used by 3D Studio MAX, WPF and many others) and so on. The particular format will depend on what the modeller is designed to do.
There are libraries and tools for reading the various file formats. I don't know which ones are still active as it's 5+ years since I was heavily involved in 3D graphics. You'd be better off searching for the current crop yourself. I'd recommend starting with Wikipedia - it will have some articles on 3D graphics and there should be plenty of links to further reading and tools/libraries.
Once you have a reader you'll need to convert the data to your internal format - not a trivial task. You might be better off adopting an existing format. One of my jobs was the reading of models from various sources into my company's data structure. My task was greatly helped by the fact that the modellers we supported came with API's that let us read the model meshes directly and from there it was a relatively straightforward (but never easy) task to convert their mesh into ours. There were always edge cases and nuances of the format that caused headaches. These were multiplied several times over if we had to read the file format ourselves - such as for DXF or VRML.