You can use sprintf to form the URLs.
n=21001;
url=sprintf('%s%d.dat','https://gml.noaa.gov/aftp/data/radiation/solrad/abq/2021/abq',n);
Now you can use the URL in urlread (or webread). You can easilly put this code in a loop if you like.
Feel free to let me know if you need more help implementing this.