MX Road Select Series 3 & Select Series 4 installed and it has not linked to AutoCAD as Previous & Native versions have.
From MXRoad SS3 onwards, AutoCAD is not a supported platform, hence MX is not getting integrated with AutoCAD. Please find the link below to MXRoad SS3 readme, that mentions the same.
ftp://ftp.bentley.com/pub/help/mx/081109487en/readme.htm
Workaround:
However, it can be easily work with dwg files in MX and export them to AutoCAD file formats.
To Import ACAD files:
Go to File > Import Cad Data
Go to File > References> Attach> DWG file
Export ACAD files:
Go to File > Export > AutoCAD DWG
So the exchange of data is very simple, just that you cannot work with AutoCAD options in MXSS3 and MXSS4.