I know nothing about OrCAD.
What version of Mach are you using?
In general, to get Gcode from a file, you will need to import that file into a program and then set some parameters and post that code out of the program to a file or directly into Mach. So you need a "magic wand" so to speak to do that. LazyCam and other porgrams can import files, then you can set some cutting parameters and post to a file which will contain the Gcode.
Lets say it a different way, the DXF contains information on everything that is drawn, you need to define what you want to do to what was drawn, then the program can manipulate the data into Gcode which allows the controlling program to make the machine move appropriately.
Your skipping a basic step........
RICH