If you have a cell array of the names, then use that. If you don't know the names, then use dir to read the names from the directory where they are saved. The MATLAB Wiki gives an complete working example of how to do this:
(Just scroll down a little to find the example using dir.)
One way to sort filenames into alphanumeric order is to download my FEX submission NATSORTFILES:
>> S = dir('*.txt');
>> S.name
ans =
'1.txt'
ans =
'10.txt'
ans =
'2.txt'
>> S = natsortfiles(S); % alphanumeric sort by filename
>> S.name
ans =
'1.txt'
ans =
'2.txt'
ans =
'10.txt'
