Like its been said over and over again on this board load the plugin from the p,lugin manager. (if you dont know where mayas plugin manager is go to help find menyu and type plug into the box and maya will find it for you, i wont repeat the need to use plugin manager anymore it has been told you now 3 times).
The plug in question is quite surprisingly named fbxmaya.mll
but please note dxf does not support anything other than pure polygon, and engineers want pure nurbs!
Theres no such thing in the world that makes 3d from one app to another work other than acceptably bad, anything beoyond that is just a dream. the area is too fractured.
for nurbs use iges or step (direct connect.dll). Engineering apps want nurbs because they can be converted to solids that dont cut of peoples fingers.
PS: just because a cklient says they can accept such and such formats does not mean they understand what it is they are getting. in fact they never do untill you ship it to them and then they start complaining.