Based on your answer to my comment I think you could probably look at writing a MS-DOS batch script to execute your Python script on your files:
SET SRC_DIR=<Directory of files>
SET PYTHON_EXE=<Path to Python.exe>
SET PYTHON_SCRIPT=<Path to Python Script>
FOR %%A IN %SRC_DIR%\*.dwg DO %PYTHON_EXE% <parameters for script>
Presumably your script will require the path to a *.dwg file to work on, so in the
<parameters for script> part you can use
%%A to pass in the filename of the current file in the loop. Then obviously you need to specify any other parameters your script requires to run such as Geodatabase connection settings.