Yes, it is possible. You can address a table using its name, number (e.g. Data Table(1)) or a defined variable. Below is an example using variables dt1 and dt2 that refer to data tables.
path = "$SAMPLE_DATA/"; // Path to directory of your data tables
tables = Files In Directory( path )[1 :: 3]; // Here limited to first 3 files because example dir is huge
dt1 = Open( "$SAMPLE_DATA/Big Class.jmp" );
For( i = 1, i <= N Items( tables ), i++, //
If( Ends With( tables[i], ".jmp" ), // Test that file i is a data table
dt2 = Open( path || tables[i] );
dt1 << update( with( dt2 ) );
Close( dt2, no save );
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