As far as I can tell from your question, you want to 1) read the content of all files in a directory, 2) change a local copy of that content, and 3) write that result somewhere else:
1) As @FlyingTeller pointed out, many good answers to that problem exist already. But in short:
import os
tweet_dir = 'some/location/on/your/pc'
for file_name in os.listdir(tweet_dir):
with open(os.path.join(tweet_dir, file_name)) tweet_file:
tweet = tweet_file.readlines()
# now we can modify the content we copied into 'tweet'
2) If you want to know how to modify strings in python, take a look at the documentation of string and maybe also regex. In the loop, deleting everything that looks like a http address can be done like this (but only because tweets have a very strict format about where links are within a message):
tweet = tweet.split('http://')[0]
3) Same as with the other points, a good answer for 'how to write to a file in python' exists already. But in short, once you have modified the tweet in the way you want, you can do this in your inner loop:
# create a directory called 'changed' within the original one by hand, and then:
with open(os.path.join(tweet_dir, 'changed', file_name), 'w') as new_tweet_file:
new_tweet_file.write(tweet)
done.
If you can split your general problem into nice bite-sized obstacles, you can much better find a solution on StackOverflow or, even better, figure out a solution yourself =)