Hello,
you need to add a content transformer that is capable of converting DWG to PDF / SWF for Alfresco to be able to display such a file in the web-based preview. Unfortunately, there aren't a lot (or any good) free tools available that you could include in your Alfresco installation. And when there is one, it is usually limited to one operating system, i.e. can't be used if you are running on a Linux machine.
We have integrated DWG to PDF conversion using a commercial tool for a customer using the Alfresco Transformation Server (available for Alfresco Enterprise) on Windows server.
Regards
Axel