You can use the dxf import functionality.
Holes with a small diameter (<6mm or so) should be drilled not routed. (the maximum drill diameter depends on your manufacturer)
for such holes i would use a work-flow as described by @Joan_Sparky in this thread:
What do you mean by that?
Do you mean what layer does what?
(Silk: silk layer, Fab: fab info, …)
Or do you want to know where to place it from the point of view of your mcad world?
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