It is possible that Pro/Engineer could export its own layout files (*.lay) as common DXF CAD files. However we do not have exact information about the exact procedure but it is likely it was done using the default save/export function.
Convert Pro/ENGINEER layout file to AutoCAD DXF Drawing Exchange Format.
We found one software available in the database for this conversion.
Microsoft Windows software - convert lay to dxf on Windows
Set of 3D CAD/CAM/CAE design tools from PTC
Convert from lay 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.