The only dxf to sdr conversion we know about is import of DXF graphics to SmartDraw and using the vectors/drawing to make a new SDR drawing.
SmartDraw actually supports DXF format for long time and users with DWG files struggle with similar import. But since you already own DXF file, it's just a matter of importing that file to the software. There is really no 3rd party alternative for this.
Note: This is not related to Sokkia / SDR.