“DXF-thumbnails preview” This helped me you might need to clear your thumb cash using windows disc cleanup and restart your computer and make thumbnails enabled in windows if it is not already, first.
You should find this gives you a preview in the import file window in lightburn for your DXF files now.
I found if you get it working but can’t see it in LightBurn just try a different size for your icons and they will update and then go back to your preferred size.