How can i use a dxf file in mentioned FAGOR 8040MC CNC?

Maybe yours is different, but my 8040TC does NOT allow the use of DXF.
It does have a sub-program that allows geometry creation though.

you are right, i should have indicated that as "MC"...

this allows using dxf via WinDNC program...

does anyone know how?

As far as I know WinDNC is for sending machine code only, not for dxf.
Here is a link to the manuals
http://www.fagor-automation.com/CNC/manuals.htm

Anytime I have had issues Fagor has always been very helpful when I phone them. Give it a try.

thanks man i'll try...