Warren is 'technically' correct, however VCarve Pro will open ‘most’ DWG files if you enter the extension manually in the “file name:” dropdown on the Open file dialog. If you enter *.dwg as the filename and press enter, the dialog will show the .dwg files.
However we do NOT officially support this capability and don’t advertise it on the web site. The reason for this is that the DWG is AutCAD’s proprietary file format and they continually change it with each release. We do not have the resources to keep trying to track these changes, so although we can open most .DWG files from AutoCAD 2004 and earlier, we do not advertise or guarantee it.
By all means try the facility and if it works that is great, but if it doesn’t work I’m afraid you will need to get the files translated to DXF format as suggested above by Warren.