I believe you will need to create a new project. Then the first step is to create a new scene. This can be done in the main menu via �??File �?? New... �?? CityEngine �?? CityEngine scene. The name of the CityEngine scene can now be entered and after pressing Finish, the new project is created.
Autodesk's AutoCAD files can be imported into the CityEngine. This can be done by invoking the import wizard in the File menu, e.g. �??File �?? Import... �?? CityEngine Layers �?? DXF Import for .dxf files.