I’m not aware of a conversion program from dxf files to Fritzing. There is one for eagle files to Fritzing, if Eagle will import dxf files though (I don’t use Eagle enough to know if that is possible, if no one here answers, possibly ask in the Eagle forums?) A quick google search indicates that Eagle will import dxf files so if you upload an example dxf file you need (you will probably have to append a .fzp to the end of it as I doubt the forum will allow the upload of a dxf, file although I could be wrong), I’ll try and run it through Eagle2Fritzing (which is non trivial to install) and see what comes out. That would probably be your best bet for an automated solution. A manual conversion is likely to be a fair amount of work. If the dxf files are the entire board this probably won’t work as Eagle2Fritzing expects parts not entire boards, but we can try it and see.
Peter