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.
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.