Are they text files ore MS Word files? Import Records/Folder will import all text files in a folder. But the contents of each text file is imported into a single text field and the "form" you describe does not sound like something that would work for that.
But you do have other options:
1) If the folder is located inside your documents folder, You can use Get (DirectoryPathListing) to parse out the file path and file name to each file in the folder and use those paths in a loop to import your data.
2) There are a number of Plug ins, some free, that can list the contents of any folder on your computer. Such a function could be used also to get file paths and file names to use in a looping script to do your imports.