You would need to set up a script for this. The Import Records | Folder option is only intended for image and text files and the image or the text is imported into a single field. It sounds like you have other files here to import, that I assume contain contact info and such.
With a script, you can set it to loop through the files in a folder, importing one at a time with Import Records provided that each file has the same format, the same columns of data with the same delimitting character-either a comma for a csv import or a tab for tab files would be best.
To loop through the files in the folder requires installing one of several different plug ins that offer this capability or by placing this folder inside the user's documents folder and using Get ( DocumentPathListing ) to parse out the files and file paths needed.
Either way, you need to understand how to work with $Path variables and Import Records. You may find this thread on $Path variables and the script steps that can use them helpful: Exploring the use of a $Path Variable in Scripts