There is a dxf import in the footprint editor. But i could not find a way to make a filled pad from it. (you get the dxf lines as single graphical lines instead as a polygon. I could not find a way to convert these to a polygon.)
I would use inkscape plus svg2mod get your dxf artwork as a polygon into a kicad footprint.
This even works in kicad stable. You can then place a pad on top of it to connect to it, or convert that polygon to a pad. (The later only works in nightly builds.)
My problems could also be connected with how i created my test dxf file. Even in inkscape i can’t directly fill it but need to convert my outline into a single path first. So maybe there is a way to get a filled polygon directly from dxf into kicad.
To get a single filled polygon in inkscape i selected all lines that formed my pad, combined them with path->combine. After that i selected all points using the path tool (you can use block select here) and pressed the join selected nodes botton to join overlapping points.
I played around a bit, here my test files:test_dxf_to_pad.zip (6.2 KB)