See FAQ: Import sequence of files . You cannot import "all files at once", but you import one after the other in a loop.
Folder = 'C:\You\Folder';
DirList = dir(fullfile(Folder, '*.SAWS'));
for iFile = 1:numel(DirList)
File = fullfile(Folder, DirList(iFile).Name);
... import the contents of the file and do what you want
end
