There are a couple of ways to use DXF files. You can convert the DXF to another format, like SVG. Or you can import the DXF, and use the shapes to create different designs.

You can convert using the JSCAD CLI command.

If you want to use the shapes from the DXF file in designs then a project is required.

https://openjscad.xyz/dokuwiki/doku.php?id=en:design_guide_projects