XchangeWorks is utility that can be used to import different CAD file types into AutoCAD. If you have SolidWorks than it is get's integrated with AutoCAD. I have tried AutoCAD 2004.
Step 1
Start AutoCAD.
Step 2
Click XchangeWorks>>Import.
Step 3
Select File type and then file.
Step 4
And the model is imported.
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