Loop over the files by constructing their names. Or read the directory and loop over the files returned by dir().
A common challenge when using information returned by dir() is that numbers are usually sorted in an order people do not expect. abc1.png abc10.png abc11.png abc12.png ... abc19.png abc2.png abc20.png abc21.png and so on. However, I see that in your case the filenames use 4 digit number suffixes with 0 fill, and under that circumstance, you can use the order returned by dir() [though in theory you should sort() the file names, in practice you do not need to if you are using NTFS or any of the common Mac or Linux file systems.]
Use videoWriter() to create a movie object. Read one input file at a time and writeVideo() it to the movie object. https://www.mathworks.com/help/matlab/ref/videowriter.html
