You need to read up a bit about CAM processing, but in a nutshell - you've imported the DXF into CAMBAM okay. Now, what do you want to do with it? I'd suggest clicking the imported path (indicated by "0" in the left/top panel) and creating a machining operation on it. For this, hover and read the tool-tips on the top-right of the screen - the orange buttons. Somewhere in there there should be an "engrave" option - that's basically dragging the spindle to follow the path. That should create an entry under the machining tab - that's the CAM output. Again, from memory, select the "Machining" entry and in the detail below specify the output file - that gets inherited by any child of "Machining" (including the created engraving machining operation). Then from the menu select "Create G-Code" - or whatever it's called.

Sorry, not used CAMBAM for a long while.

EDIT: Whilst you're at it, look at all the parameters associated with the Machining parent, and each child operation - there's a lot to understand and go-at.