It's possible to set up an "opener" fileMaker file that opens the file or files on the remote host. On the other hand having "a lot of separate files for the solution" doesn't absolutely require this option in order to simplify the log in process. You can hide all files but one from view in the open remote dialog. (There's a setting in Sharing for this.) That one file can open to a "Switchboard" layout where buttons or other controls take the user to the files they need to open in order to perform their tasks.
An "opener" file is a file placed on the local computer. A script in that file uses Open File to open a file on the remote host. This file can be set to run automatically when the opener file is opened so the user just double clicks the file and they see the specified file on the remote host open.
Scripts on the "switchboard" layout I described would use the same Open File script step to open other files as needed.