Well of course you can't render it. If it's a 2D file there is nothing to render. It's just lines. In order to render, you need 3D models, not 2D linework.

Ok, but you didn't say that though. You said you imported and 2D Autocad file and you can't render it. When asking for help, it's good to provide as much information as possible, so we can help you without having to ask 20 questions.

So, when you render, what happens?
Do you get an error message?
Does your render come out blank, with no model showing up?

Have you applied textures?
Have you set up lights?
Have you set up a camera?

What version of Studio Max are you using?
What rendering engine are you using, (Mental Ray, Vray, Default Scanline, Other)?

The more information you provide, the easier it will be for us to help you get to the bottom of this problem.