Quick and dirty:
You create the dxf and save it as a vesion 12 dxf. Open the dxf file in LC and then clean, now go to Pockets, define the tool,
select what kind of pocket you want to do. You can create a clamp and place it to avoid cutting into it. Now go to Layers, select/define the tool and then define the cut for how you want the Z to move. That creates the pathing for the pocket.
Now to machine the outside rectangle you go to Project, select the profile you want to do and create an Offset, again defining the tool to be used, go to layers and again select the tool and set parameters for the tool, define the Cut.
You post to mach and ready to run.
For speeds and feeds associated with different end mills and material, do a search since I posted info on recomendations
from Cleveland Tool.
Read the LC manual and Mach manual ........you now know about fishing and hopefully after some casting can feed yourself.......,
RICH