Catalina dropped 32-bit support, but AutoCAD 2019 is 64-bit. However, the installer may be blocked by security settings. Go to System Preferences → Security & Privacy → General and click “Allow” for Autodesk.
The 2019 version introduced several "heavyweight" features that unified the cross-platform workflow: Interesting Article about CAD evolution on Mac Autodesk AutoCAD 2019 Full Mac OS X
Despite sharing the same native DWG file format, allowing for seamless file exchange, AutoCAD 2019 for Mac is not a 1:1 port of the Windows version. Catalina dropped 32-bit support, but AutoCAD 2019 is 64-bit