Thanks for your kind words, Alfoncito.
I'll try to be practical, then. Check this:
I draw a sphere, 2 m radius and then I click on Tools/Inquiry/ and then in Region/Mass Properties.
I get a moment of inertia of 53.6165.
I check against the formula, assuming that the density is equal to 1 (water). m is the mass, R is the radius:
Check.
Now, for a car (sorry, is solid as the sphere, I made a mess of myself trying to use the SHELL command, to produce a hollow car, but perhaps you know or can consult how to do it):
I first took a sideview of a car that is interred somewhere in the Design Center (you can use your own drawing).
Then I exploded the block (command EXPLODE), converted the edge to a polyline (PEDIT and then Yes).
Then I copied the polyline to create two separate images of the car (COPY, using a frontal view).
I separate them by the width of the car. If you're sophisticated, you can draw a "path" that joins the two copies, but I kept it simple. Then I used the LOFT command to create the volume of the car (LOFT and then click on each polyline).
I use MASSPROP again. Here you have the answer for the three axes (yaw, etc.).
If you wish you can do the same with the engine or other components, by density.
Simply "apply" a material, including density, to each part of the car. Select them all. Use MASSPROP. Voilá.
BORING NOTE: notice AutoCAD uses the terminology of "Moment of inertia" for the Second Moment of Inertia (the one that is used to calculate bendings), while it calls "Principal Moment of Inertia" to the Mass Moment of Inertia (the one used to calculate rotations, the one you need).