We have found one software suitable in our database for this conversion.
AutoCAD drawings (DWG) are supported in pretty much any CAD/3D modeling tool and same goes for 3ds Max. It should be possible to use .dwg files for the making new files, for example 3D scene files (.a3s). If you have issues with such export, it would be perhaps best to contact Autodesk support or some community website.
Updated: December 9, 2022
DWG
A dwg file extension is used for common CAD file format, originally used by AutoCAD. A DWG is a proprietary format and can only be created in AutoCAD. Other CAD programs can usually import it, but not create its proprietary form. It's because of this, that DWGs are often exported to DXF interchange format, so they can be seamlessly used in other CAD programs.
A3S
Files with a3s extension are used for programs developed by Autodesk company. They include graphics data.