It can be done, but not with Import Records | Folder--that option is limited to importing text or picture files--not PDF's.
You can set up a script that takes a list of all the file names in a given folder and inserts them via looping script into a series of records--each with a container field using Insert PDF and a layout where the container field is located and formatted with the "interactive" option.
The first trick is to get the list of filenames from a folder. This can be done in a FileMaker script in one of three ways:
1) put the folder containing your PDF's inside your documents folder. Then there's a get function that lists the entire filepaths of every object in your documents folder that you can use to extract a list of file names in this specific folder.
2) Use a system script such as a windows batch file or a Mac system Applescript to list the contents of the directory
3) get one of several different plug ins available that can list the contents of any folder on your computer.
Once you can do that, it's a matter of putting that list of file names into global field or variable and extracting one at a time to insert the file.