1) Select The TV Monitor Face Material, Apply a Diffuse Map, Bitmap, in the Selection Don't Select .jpg, Simply select an .avi.
P.S: a ) 3ds Max Supports only standart AVI movies, No Movs No Mpgs No Nothing Else..
b) More Importantly, The Movie Frame Rate Should Match Your Max File Framerate, Otherwise one of them will go faster or slower than Realtime.
2) .dwg, .dxf? Click, File - Import, from File Type Choose Autocad or Lecagy Autocad files, Select your File, a Dialog Appears, Check The Options and See What Fits You Most, [Recommended: Adopt Scale, Weld, And Merge Layers, Xref], By then You Would Have it as a Spline in your Scene, an Extrude Modifier is available by default...