I believe autodesk format are either .dwg or .dag (if I correct recall it). If you want to do the integration, you need to export .shp (shapefile) or feature class in gdb to autocad format first. Here is the tool for your shapefile export (Export to CAD (Conversion)—ArcGIS Pro | Documentation)
I am not expertise in autocad, but I have some work previosly with autocad related that it not directly integrated with any GIS software including ArcGIS.
Hopefully, it helps your curiosity.
Cheers
