If you want to save mesh in dxf format, first right click the desired mesh, and click "Save as". Select dxf as file type and save your file. I don't recommend doing that with meshes with millions of triangles because Cad softwares wont be able to handle them well.
If you want to save your CAD lines and points that you drew in, simply click on "Data"/"Save CAD as" and again select dxf as file type.