Normally when dealing with large DWG/DXF files such as this, curves are organized on layers. If this is the case I would suggest hiding some of the layers to start or selecting and deleting curves on certain layers that aren’t needed. If there are that many curves I’d suggest the reverse. Box select a certain area, then hide others and after you’ve box selected then use the selection filter to select by color. Either way this will be a two step process.