I imported a dxf file into PCB designer to serve as the board outline. However; I cannot figure out how to convert the circles into plated holes. What is the easiest method to do this?
Depends on what you need to create.
If they are circular holes then I suggest to use some padstack-type solution. Be aware that holes with a larger diameter than ~5-6mm are probably getting milled since the PCB manufacture does not have such large drill bits.
If for example you need to side-plate a large slot (milling slot) then you should mark this slot on an own-created documentation layer. Then contact your PCB bareboard manufacturer so they understand what needs to be done.