LightBurn will attempt to auto-detect the correct units for the DXF file by default. Check Edit->Settings->File Settings. If the file doesn’t import correctly then try manually setting the units and try again.
Ideally the file itself would be properly formed. I believe LightBurn attempts to close shapes from DXF files on import.
You can try to semi-automatically do this by selecting all shapes, then Edit->Auto-join selected shapes.