It should be noted that Jeff's suggestion of importing via Excel is for WTParts and not CAD Documents, which I think is what Haris is using. OOTB There is no way to import CAD Documents in such a structure in one shot. All data is basically imported into a workspace and then the folder locations are set on check in.
Perhaps one of the 3rd-party bulk loading tools, like LegendLoader, could do something like this.