If you want to modify more than one object style in a DXF file you can using the following options.

Navigate to the Vectors Properties dialog, on the Appearance tab.

On a header such as Colour Right click the mouse to display the Colour palette.

Select a colour and click OK.

The same action can be conducted for:

Fill Colour

Line Colour

Line Style

Only selected objects will be modified, you can individually select objects or select/deselect all object by Left mouse clicking a property column.