There are several methods available for exporting CAD data in ArcGIS:
· In ArcMap, use the Export Data command to export CAD feature classes to a shapefile or to a geodatabase.
· In ArcCatalog, right-click a CAD feature class and select to export it to a geodatabase.
· In ArcToolbox, you can navigate to Conversion Tools > Export from CAD > CAD to Geodatabase.
For details on any of these methods, see the online help.