You can use MFI and then as shown in the below script, you can get the list of tables produced and then concatenate them all together.
Names Default To Here( 1 );
mfi = Multiple File Import();
mfi << Set Folder( "$SAMPLE_IMPORT_DATA" );
mfi << Set Name Filter( "*.txt" );
mfi << Set Name Enable( 1 );
tables = mfi << Import Data();
dt=new table("Final");
dt << concatenate(tables[1::nitems(tables)]);
Jim