MAch3 reads g-code. A 2D .dxf file is just a bunch of lines (and maybe arcs or circles). You need to create g-code from them first. LazyCAM can do it, or any other CAM program.
I'm assuming these .dxf files are artwork, or line drawings? And you want to engrave them? If so, the bit choice probably depends on the material you're using, and what you want to achieve.