Many CAD and 3D modeling programs support both DWG and PRT formats and thus can transform CAD drawings saved in .dwg files to various 3D Parts (.prt) files, which is what more or less is what dwg to prt conversion represents.
Any of the programs listed below should allow you to directly convert dwg to prt, or at least offer tools how you can manage this transformation.Open DWG file Open PRT file
A CAD converter with huge format support
Set of 3D CAD/CAM/CAE design tools from PTC
A feature rich 3D CAD software by Siemens
A 2D and 3D CAD construction software