CATIA support certain versions of DWG format and can directly open them to produce its own CAD files (*.catpart). However, it may not be able to open the latest version of AutoCADs DWG. In this case, you have to resave DWG to DXF in AutoCAD and then import the DXF to Catia so you can work with it.
Convert AutoCAD drawing to CATIA part data.
We found one software available in the database for this conversion.
Microsoft Windows software - convert dwg to catpart on Windows
A CAD converter with huge format support
Convert from dwg file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.