You double click to open multiple drawings, and every time you open a drawing it opens a ZWCAD session.
It happens probably because the value of ZWCAD variable SDI is equal to 1. The variable SDI is used to controls whether ZWCAD select multiple-drawings interface. To make sure one single ZWCAD session open when double clicking multiple drawings, you need to set SDI to 0. Type SDI in ZWCAD command line, and then input 0.
It may happen due to system setting. You need to disable User Account Control by following ways: Start> Control Panel> User Account> Change User Account Control Settings> Drag to Never Notify.
It can also happen because the .dwg file format is not associated with ZWCAD program in registry. You need to make them associated in registry manually.