As AutoCAD and Microsoft are proprietary systems, neither organization has developed a built-in mechanism to integrate with the other. When AutoCAD files (.dwg) are uploaded to a SharePoint site, opening the file will result in the default browser's behaviour for attachments. In Chrome, a copy of the .dwg file will be downloaded, rather than opened in a viewer. The user must manually re-upload the file when they make changes to the original file.
The OneDrive Sync may or may not work based on the computer being used. The working unit would need assistance from their department/division's IT group to set it up. This method sometimes has issues with xref files, and will lock files for editing if they are in use by another user.
The recommended action is to download the AutoCAD file from SharePoint, work on it locally, and re-upload and replace the original .dwg in the library. Syncing the library with AutoCAD files is discouraged, as there is a risk of the sync malfunctioning.
AutoDesk has released proprietary apps that would need to be tested and reviewed. These would require a license.
The following forum posts and web pages provide more information on this topic: