Is it possible to import and export other file formats that aren’t already in the blender menus already such as autodesk or maya and so on, if so could someone direct me to a script or something.
Yes you can import any file format you want, you just have to have the script for it. There may be legal issues with some file formats if you want to distribute the script under certain licenses (or at all in some cases). (Not sure about adding them to the File->Import menu, though, if that’s what you’re asking)
If your looking for an importer for a specific format, do a search around here or google and see if one exists. If not, perhaps come back here and see if anybody has any ideas on how/if/when it can be accomplished/programmed.