Try connecting to it as WMs connection.
Simply add a new WMS layer in Display Manager:
Data > Connect to Data > Add WMS Connection
If you were to consider third party add-ons, MapWorks Base will import .OSM files directly into Civil3D (or plain AutoCAD). The files are in lat/long and are projected to a designed plane system assigned to the current drawing.
Start with some of our most frequented solutions or visit the Installation and Licensing Forum to get help installing your software.