Cameron
the *.ovr file is a reduced resolution view ("overview" or "pyramid") of an original file - you may want to double check in the folder (if you got it?) to see if there's a *.tif or other file with the same basename. The *.ovr file will be smaller in size but not the full resolution of the original - not sure if that matters (but I wonder why you were given the *.ovr instead of the original).
But that is somewhat academic, hoping to inform you. For a quick answer to your immediate need: try making a copy and changing the extension to *.tif. The *.ovr format is fundamentally tiff inside and this may simply work, although I expect the *.ovr will contain multiple resolutions within it, and I don't know for certain if Autocad will handle it properly.
If the above does not work and you have ArcGIS, try reading the *.ovr --> renamed .tif by loading it into the map. If it appears black, apply a stretch to see if you have good elevation values. Let us know if any of these instructions are too sparse. also let us know if you have ArcMap or ArcGIS Pro, and what version. Sorry I won't be any help with AutoCAD.
Cody B.
