You most likely cannot convert skf to dwg, but a a .skf file is often accompanied by .skd files that can be possibly exported to DWG format.
If you need to convert older CAD files from the DOS or Windows version of AutoSketch (.skd) to the AutoCAD format (.dwg), you have to use the AutoSketch 2.1fc version that contains only functions for opening and saving drawings. You can perhaps still find it on internet.
It appears that skf to dwg conversion was something used more than decade ago, so it is really hard to find specific information.Open SKF file Open DWG file
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