Never tried connections with autocad but the usual method of interfacing with outside applications are (Windows OS) through activeX automation or dll calls. This depends on what services the application provides (if any). Also documentation is usually scarce in either case.
As an old AutoLISP hacker, I am curious what you are trying to do. Like falkpl mentioned, there are several activeX components availible for Autocad, but it is poorly documented and not very complete.
