"How do I do this please?"
By following the guidelines in the MATLAB documentation:
And concatenating the data vertically after the loop:
M = vertcat(C{:})
Numeric arrays do not store character data, so you cannot add headers as the first row of a numeric matrix. You could use a table, which has headers, but makes accessing the data slightly more complex. Your choice.
Note that you will have to make some decisions about how to read the files, depending on some information which you have not told us, e.g. how the files are named, what sequence you want the files imported in, what file format they use (including any delimiter, etc (I know you wrote CSV, but we regularly get people calling tab-delimited or semi-colon-delimited files "CSV" files)). Basically without an explanation of the filenames and their required order and a sample file or two, there is not much more that we can do for you. You can upload sample files by editing your question and clicking the paperclip button.
