Are you sure that it is not .DXF? .DMF and .DXS appear to be very rare and not known (it seems like that on googling).

If it is .DXF try the Autodesk FBX Converter so you can convert it to fbx and than load the fbx in WED.

Otherwise maybe this helps https://sourceforge.net/projects/betasdk/
http://devmaster.net/devdb/engines/betasdk
It seems to have a .DXS scene importer. Perhaps from that scene importer you can export the map as .obj or .fbx.

Else you may try googling for a converter that converts .DMF or .DXS to an other well known type like maybe .DAE to .3DS . Or maybe just try renaming stuff and messing around a bit in notepad (maybe its similar to some other popular type like .DAE or .3ds or .obj if your very lucky ).