I fail to convert a DXF to a 3d file

My understanding is it may be that a future version of Carbide Create Pro will be able to do this sort of thing:

Until features for this are put in place, you will need a 3D CAD tool such as:

or a 3D programming tool such as OpenSCAD, or a great deal of patience using Carbide Create:

Didn’t we do this already?

In my downloads folder I have:

and:

which it was made from.