Typically, DXF data does not include projection information. They have X and Y coordinates that can reference any possible coordinate system. The DXF import procedure imports the DXF file using its encoded coordinates and optionally allows you to set a transformation between the DXF coordinates and the real world coordinates, if you know them. Also, you can use the Projection button in the DXF Import Information dialog box to reset the projection, if you know that information. By default DXF files are projected in the 'Non-Earth' projection.
Most DXF maps use state plane coordinates or some other coordinate system. When the maps show floor plans, they probably use a non-earth system (simple X and Y). Typically, coordinates in these systems increase to the right and up.