Take a look on the migration community pages, this should help. The preferred process is to switch to CES in the DC flow first, then migrate to DxD, I don't think you can import the Net Classes to CES post migration.
How to switch to CES in DC flow?
First of all, please make a backup of your working design!
To switch to CES in Design Capture, go to Project - Settings - Design tab.
There you will see an option 'Use CES for Constraint Entry'
Once this has been selected and confirmed there is no going back to Net Classes & Properties for this design.