Efficient Use of For Loop

Instead of looping through a file list you can directly check with Dir and wildcards if a file exists.

eg. you can use Dir("C:\Temp\myNumber*.pdf") to find a file that is named myNumberAndUnusefulText.pdf. So if you use fileName = Dir("Some\Directory\Here\" & CSheet & "*.pdf") it will return the file name of a file that starts with the number in CSheet.

Further reading all the values into an array first and then processing the array makes your code much faster. Reading and writing actions to cells use a lot of overhead and therefore are slow. By reading the values into an array you reduce it to just one cell reading and one cell writing action.

Option Explicit

Public Sub LoopFilesImproved()
    Dim CCNums As Range
    Set CCNums = ThisWorkbook.Worksheets("Sheet1").Range("BC4:BC68512")  ' always specify in which sheet a range is!
    
    ' define output range
    Dim Output As Range
    Set Output = CCNums.Offset(ColumnOffset:=1)
    
    ' read output range into array for faster processing
    Dim OutputValues() As Variant
    OutputValues = Output.Value2
    
    ' read all values into an array for faster processing
    Dim CCNumsValues() As Variant
    CCNumsValues = CCNums.Value2
    
    ' loop through numbers and check if a file exists
    Dim iCCNum As Long
    For iCCNum = LBound(CCNumsValues, 1) To UBound(CCNumsValues, 1)
        Dim CSheet As String
        CSheet = Left$(CCNumsValues(iCCNum, 1), 6)
        
        Dim fileName As String
        fileName = Dir("Some\Directory\Here\" & CSheet & "*.pdf")
        
        If fileName <> vbNullString Then
            OutputValues(iCCNum, 1) = "Available"
        Else
            OutputValues(iCCNum, 1) = "Not Found"
        End If
    Next iCCNum
    
    ' write array values back to cell
    Output.Value2 = OutputValues
End Sub

You can try first collecting all of the file names into a dictionary - from that point the check will be fast...

Sub LoopFiles()
    Dim dictFiles As Object, arrCC, arrAv, rngCC As Range, r As Long
    
    Set dictFiles = FileIds("Some\Directory\Here\*.pdf") 'collect all the file Id's
    
    Set rngCC = ActiveSheet.Range("BC4:BC68512")
    arrCC = rngCC.Value
    ReDim arrAv(1 To UBound(arrCC, 1), 1 To 1) 'size the "available?" array
    
    For r = 1 To UBound(arrCC, 1)   'loop data from BC
        id = Left(arrCC(r, 1), 6)   'extract the id
        arrAv(r, 1) = IIf(dict.exists(id), "Available", "Not found")
    Next r
    
    rngCC.Offset(0, 1).Value = arrAv  'populate availability in BD

End Sub

'scan all files matching the `folderPath` pattern, and return a Dictionary object
'  with keys equal to the first 6 characters of the file names
Function FileIds(folderPath As String)
    Dim dict As Object, f, id
    Set dict = CreateObject("scripting.dictionary")
    f = Dir(folderPath)
    Do While Len(f) > 0
        If Len(f) >= 10 Then dict(Left(f, 6)) = True 'need at least 10 chars with the extension
        f = Dir()
    Loop
    Set FileIds = dict
End Function

In a quick test on a local drive with 30k files, calling FileIds took about 0.08 seconds. Calling Dir() 65k times on the same folder took 12-13secs.

Update File Availability Using a List

Option Explicit

Sub UpdateFilesAvailability()
    
    Const FolderPath As String = "C:\Test"
    Const RightFilePart As String = "*.pdf"
    Const idLen As Long = 6
    Const sRangeAddress As String = "BC4:BC68512"
    Const dCol As String = "BD"
    Const dYes As String = "Available"
    Const dNo As String = "Not found"
    Const Msg As String = "Files availability updated."
    
    ' Validate the folder path.
    Dim fPath As String: fPath = FolderPath
    If Right(fPath, 1) <> "\" Then fPath = fPath & "\"
    If Len(Dir(fPath, vbDirectory)) = 0 Then
        MsgBox "The folder '" & fPath & "' doesn't exist.", vbCritical
        Exit Sub
    End If
    
    ' Reference the worksheet ('ws').
    Dim ws As Worksheet: Set ws = ActiveSheet ' improve!
    
    ' Reference the source range ('srg').
    Dim srg As Range: Set srg = ws.Range(sRangeAddress)
    
    ' Write the values from the source range
    ' to a 2D one-based one-column array ('Data').
    Dim Data As Variant: Data = srg.Value
    
    Dim cString As String ' Current String
    Dim fName As String ' Current File Name
    Dim r As Long ' Current Array Row
    Dim FileFound As Boolean
    
    ' Loop through the rows of the destination array and replace its values
    ' with the results.
    For r = 1 To UBound(Data, 1)
        cString = CStr(Data(r, 1))
        If Len(cString) >= idLen Then
            fName = Dir(fPath & Left(cString, idLen) & RightFilePart)
            If Len(fName) > 0 Then FileFound = True
        End If
        If FileFound Then
            Data(r, 1) = dYes
            FileFound = False
        Else
            Data(r, 1) = dNo
        End If
    Next r
    
    ' Reference the destination range.
    Dim drg As Range: Set drg = srg.EntireRow.Columns(dCol)
    
    ' Write the values from the array to the destination range.
    drg.Value = Data
    
    'drg.EntireColumn.AutoFit
    
    'ws.Parent.Save ' save the workbook
    
    MsgBox Msg, vbInformation
    
End Sub