It may be possible in the professional version of NL to import actual spline data, but they probably won't let you get your hands on that. Then again, the majority of NL tracks used to advertise are very poorly constructed so that's probably not the case. I don't know, maybe Ole will work on that for NL2. If NL2 turns out pretty well, it could actually be a good alternative to getting companies to render coaster visualizaitons and might even be possible to use for planning and construction if there's a good professional NL2 developed for it. However, that seems very unlikely as stress tests and other such details must be simulated which I don't see NL being capable of in the long term.
In short, you probably won't be able to import/export CAD spline data into NL. Maybe if someone figures out the NL track format and writes a program to convert CAD splines to NL tracks, but that's also unlikely.
Exporting to .3ds should be pretty easy though, depending on what CAD program you are using. I know for sure that 3D Studio Max can export AutoCAD files, then you can use 3D Studio to add materials, clean things up, etc. and then export to .3ds. It should be noted that the .3ds file is a very restrictive file format and you should always save to your modeler's native file format, exporting to the .3ds as necessary. Some programs also even have trouble importing .3ds's.