This is my first tutorial. Probably is not 100 per cent, but It gives a good idea of how to achieve a terrain from a cad file. I got my first information as a dwg document. As I soon discovered this was no good in Hexagon or Carrara. So someone help me out and got it saved from dwg to dxf. The file contained a lot of information as, buildings, plants, level curves, and so on. What I needed to build the terrain was the level curves. so this ones were saved apart in a new dxf document.

This is the complete dwg file.
Here is the imported dxf file with only the curves.  I am going to make first some modifications first to the curves. So I can get different levels in this terrain, to locate afterwards the buildings and different areas.  
I start to move line by line to make the terraces. I used a base picture to know where the terraces go.
As you see there are hundred of points so the best way out here is draw polylines conecting them from top to bottom. Try to do a new line at every change of level you can see, so the terrain gets more acurrate
Once all the necessary lines are drawn we delete all the lines we got from the first imported document.
Now we take the ruled surface tool from the surface modelling tab and start to select line by line.Our terrain start to get shape!!.
After fine tunning some of the lines I apply a planar proyection to the terrain. I also uv mapped the terrain to work in a painting program.
Here I painted it from hexagon with the paint tool just to have an idea of the terrain.
Here is a a part rendered and with some elements introduced to it as plants buildings and lakes. Hope this small tut helps someone.Please let me know.