As your tags indicate AutoCAD, the answer is going to be directed in that direction. Data eXchange Format (.DXF) files are created by the source software. The receiving software has to permit import of this type of file.
It is a relatively common and perhaps legacy method of moving from one program to another, but not the only method. The type of technical drawing is also a factor. Flat drawings can be exchanged using SVG format, but some information may be lost from the original. Three dimensional creations are another type of file, with many exchange types available, depending on the receiving program.
STEP files are frequently used as an exchange for 3D creations, which will contain more information, but not necessarily all data. STL files may be considered a poor method, as it is an output format and will not contain supplementary data valuable for receiving software.
One can search using terms such as "dxf file format specifications" to find detailed information regarding how the files are structured. There are many resources, one of which can be found on the file format website specific to DXF in this link. The same applies to STEP and STL files.
If you require an answer to a specific question, pare down your request and post again, as this question may be considered vague or broad reaching without refinement.