I would think that you need to use the dir command. If the files are located in your C drive then:
clear all
TopFolder = 'C:\';
SubFolder = dir(TopFolder);
SubFolder = SubFolder(3:end); % the first two here are just pointers
a = struct2cell(SubFolder);
Name = a(1,:);
This will give you the name of the files where your data is located. You then need to obtain the name of each of the files in that folder:
b = cellfun(@(x)dir(fullfile(TopFolder,x)),Name,'un',0);
c = cellfun(@(x)x(3:end),b,'un',0);
d = cellfun(@(x)struct2cell(x),c,'un',0);
FileS = cellfun(@(x)x(1,:),d,'un',0);
You can then import the data using one of the built in matlab functions:
If your data is stored in a text file I would recommend using textscan.
