Import Asset

I have all my needed Asset in my Unity project. I have something like : 3dobj.dxf.
When im playing my project, a c# script running on the startup. In this c# script i want to add a function to import this dxf automatically. But i dont know how, what command i need to use.

someone have a hint ?

thanks

Maybe my explanation is not clear, i want to add my asset at runtime in the game. Its loaded in my project, but i want to import this project asset and add in the player.
I just want to be guide about the command i need to use. Maybe i can add a new gameobject and attach this asset ?

thanks