In some cases, applications open DXF files on a single layer. 

If a program opens the file on a single layer the different colors might be lost.  If color is lost during the DXF import process it will be due to how that application handles file importing.

To troubleshoot:
Check to see if the SiteCapture Pro drawing was imported on a single layer or all of its layers.

If one layer:
There may be an option in the DXF import that controls colors during the import.  If possible, disable any automatic color mapping to allow the SiteCapture Pro drawing colors to be maintained at import time.  Many applications that force imported drawings onto a single layer will force a specified color.

If multiple layers:
Check to see if there is an import control for colors.  Try to change the settings to see if this helps maintain the colors.

Most design products allow colors to be changed for items on different layers.  Try changing the color designated for each layer.