EAGLE: Just Routing and Drilling
There is an import-dxf ULP on Github which will allow you to import the DXF file into Eagle as copper. You can then export Gerber files and Excellon drill files. 

But it may require additional work adding the drill holes. If the pads are circles in the DXF you will get circles in Eagle so you can find the exact centre and place pads there. Depending on the spacing of the holes this could be sped up with copy and paste if they are on a standard grid (IC sockets are 0.1" pitch).

There are probably better options depending on what you milling machine software uses. But in direct answer to your question, yes you can import the DXF and generate gerbers with a little work.