The .THING file format (MakerBot) is a container for STL files. Think of it as an assembly file format for STL parts/models for 3D printing. You can get many many .thing files from thingverse.com.
You can decompress any .thing file using WinZip, WinRAR or with most other compression tools (a.o. also by pressing Ctrl-PgDn in Total Commander). So you will get one or more .STL files plus a .JSON control file with assembly instructions - transformation matrices.
Transformations would be more complicated, but extracting the individual STL file allows you to convert them (individually) to your CAD as 3D mesh models. You can directly import STL e.g. into the latest version of Autodesk Inventor, Revit, Fusion 360, 3ds Max, Showcase or MeshMixer - see Formats. Or you can use our STL2DWG web service to convert your STL file(s) to AutoCAD.