You can't directly, so open the .OSM file in Qgis, then "save as" DXF format.
Thank u for your answer
But how can i open it in qgis program i download it and i dont find anyway to open the .osm file.
thanks
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.