Rhino licensing is not tied to data files.
Windows file association is.
Can you open your Rhino using the desktop shortcut and then open these DXF files?
If so, then the Windows file association is not set correctly.
If you have the same problem opening the files from inside Rhino, then that Rhino V5 installation is configured to request a license from a LAN Zoo floating license manager.
Rhino requested a license from the configured Zoo and the Zoo was not found.
Please contact your office IT person. They probably setup the Zoo.
Here’s a link to the Zoo support page:
It has all the details an IT person would need.
Have them contact their regional McNeel tesh support office if they have questions.
Setting up a Zoo floating license manager is not something a typical Rhino user would be involved in.