The DXF snap only applies when DXF data has been imported from an external file. The DXF snap enables you to snap to the end-points of DXF lines:
Note: You should generally switch DXF snap off when drawing partitions at block level and simply use the DXF lines as a visual guide. This ensures that partitions correctly snap to perimeters instead of snapping to DXF lines which may be very close to the perimeter but not actually touching.
See also the Importing drawing files tutorial