There is no set in stone support. DBP doesn't load any LW object file types, or anthing of the sort really...tis a shame. However LW is very doable when it comes to DBP:
1. There was an earlier thread about a LWScence to DBP converter that showed alot of promise. Check throught the Beta Announcements Page and look for the thread.
2. D-Srorm(I think?) Made an execllent LW ot X converter that converts UV's, Whole Messesing and prebaked animations

.
3. Considering the fact that LW Modeller...just plain kicks ploy ass, you could easily use it to make any models you might need then convert them to .X and animate them in another program.
4. Besides that you can Bake your UV's in LW...

! That helps

That might take care of the Cel Shaded Model thingy... Create an Atlas UV for your cel shaded model then when in Layout use surface baker to 'bake' the whole mesh surface(Radiosity, lighting, Cel shaded..whatever) onto the UV map. Then convert it to X. I think that might do the trick...I don't really know...I'm not a cel shade kinda guy.
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