New to CNC, Rhino to Carbide/cut help

For a 3D file, you will need a 3D file format.

While DXF files can have a 3rd dimension, Carbide Create treats them as 2D, so only imports a single (overhead in this case) view, and in the free/bundled version lacks angled/curved tooolpath options.

As noted, using a 3D CAM tool would be best.

Does your license for RhinoCAD include RhinoCAM?

Or, as noted, export an STL and use MeshCAM:

or Carbide Create Pro: