You have two easy options to import DWG files into Cinema 4D.
1 - Save your *.dwg drawing natively from within AutoCAD by executing the command "Save AS" and save your *.dwg as *.dxf
(Prep the drawing first, by eliminating unnecessary objects, deleting duplicate objects, purging unused objects and elements, deleting unnecessary information, simplify your layers (fewer the better), also note some object groups do not convert over when you open them in Cinema 4D. You may need to explode rectangles and such objects.)
2 - Get on the internet, open your favorite search engine (I use google) and search for DWG2DXF - you should get a least three shareware or commercial programs that can do the conversion for you without the need to own AutoCAD. Owning an AutoCAD version is the preferred method because you can do the editing I described above very easily natively.
3. Open the newly created *.dxf file in cinema and you are done!