I believe what your asking is how to create an iges file using AutoCAD that you can then import into Pro/E......if this is the case, then you should know that the standard version of AutoCAD by itself cannot export or 'save as' files in the iges (.igs) format. Although Autodesk does provide an add-on that will allow you to export files in iges format. A good way to see if your version of AutoCAD has this functionality or not is to simply enter igesout at the command prompt when a drawing is open, if the command does not initialize, then you don't have the added functionality and it will need to be purchased from Autodesk.