When I import to dwg, all the colors of the walls (and other elements) take the color white.
Where this error?
Previously, with archicad 18 I exported to dwg and each color was retained.
You might want to double check your DWG translator when you are exporting from Archicad. If you do not have your own created translator, you can try to use the Archicad default For Editable Import as this translator convert pens to best matching Autocad colour.
If pen 1 will be pen 1 in your Autocad, use Keep Pen Index Number.
The rest of the default do not work well unless you add a pen color conversion. This normally results on why your drawings are in white.
If you have a particular colour conversations you need, you might want to create a translator where the Archicad pens will be mapped to certain Autocad pens under "Pen Color Conversion" tab.