Your best bet to convert AutoCAD DWG drawing to ASM format is to use Solid Edge software. It can be done with the export function.
Convert AutoCAD drawing to Solid Edge assembly file.
We have found 2 software records in our database eligible for .dwg to .asm file format conversion.
Microsoft Windows software - convert dwg to asm on Windows
A feature rich 3D CAD software by Siemens
Convert from dwg file format
The tables with software actions are a good pointer for what a certain program does with various file types and often may give users a good hint how to perform certain file conversion, for example the above-mentioned dwg to asm. However, it is not perfect and sometimes can show results which are not really usable because of how certain programs work with files and the possible conversion is thus actually not possible at all.
Set of 3D CAD/CAM/CAE design tools from PTC