Some Polylines from DXF files can be imported as TAD objects. However you need to ensure they are made in the following manner

1. The polylines must be closed
2. The polylines must have straight edges only
3. The polyline is given a Hyperlink; the text of which is the name of the objet. Such DXF files can easily be created in Nanocad 5 (free version)
4. The polyline is placed in a layer which becomes the class
5. Try to make the polyline only in layers (classes) they belong to. Polylines made on Layer 0 are to be avoided

This is possible due to a utility included in the bin folder of your installation. It is a console (Command line driven) programme. It is called dxftotadshapes.exe

Usage:

Two arguments needed:

    DXF_FILENAME OUTPUT_FILENAME

The objects found in the DXF will be created inside the opened model within TAD. The data is saved to OUTPUT_FILENAME

Note: This program is called silently by TAD when you invoke the “Invoke TAD objects from DXF…” dialog, so you don't have much use of this unless you want to do some specific debugging