This should get you started. In the absence of any data desription I assumed that withinin each file x and y are scalar. You will need to adapt to suit your filenames, data sizes, etc.:
P = 'absolute or relative file path to where the files are saved';
S = dir(fullfile(P,'*.mat'));
S = natsortfiles(S); % optional, if required download from FEX 47434.
for k = 1:numel(S)
F = fullfile(P,S(k).name);
S(k).data = load(F);
end
D = [S.data];
X = vertcat(D.x);
Y = vertcat(D.y);
plot(X,Y)
