There are sample files in the mach 3/gcode folder a lot of people use to test, the roadrunner is popular.
If your program saved as a dxf that won't work, Mach needs a txt file for gcode, several types will work, .tap, .gcode, .nc, .txt etc.
I have several samples too here that you can download, scroll down till you see calvin peeing.
Hossmachine_Cnc Conversion
Hoss