Henry,
You can import a dxf file into Lazycam and post code to Mach. I never used that very old version of Mach but believe it also was based on a dxf, maybe not. You can't go directly from a DWF or DWG.
The dxf provides for definition of what was drawn, even if it did accept a dwg the info contained in the drawing would need to be manipulated for use by another program or a converter would need to be included.
If you want a high level explaination about dxf files you will find it in Appendix "C" of the LazyTurn Manual.
You need to define what you want to machine and how. Any software is not a "mind reader of what you want to do".
RICH