If your files have all data in it, concatenate all files into one like
copy *.csv ..\all.csv
(on Windows,) then import it.
If you need filename for data (may be only username), you should do it each user...
Well that would solve 90% of my problem; as the filenames are the important information that I had to save as the Username_YYYYMMDD_HHMM format is what I use to show when a user is logged in for my reports. And this information doesn't populate into each csv as a field.
So to fix that I used the below script to insert the file name into the first field of each csv in the folder
for /r %%a in (*.csv) do (
copy /y "%%~a" "%temp%\%%~na"
Echo %%~na > "%%~a"
for /f "usebackq" %%b in ("%temp%\%%~na") do Echo %%b >> "%%~a"
Then I made a second batch file with your *.csv\ all.csv idea and that worked beautifully .