The folder field (and recursive folder searching) was added in R2016b.
As you are not using the recursive folder search you can simply do this:
D = 'D:\\MultiLinierRegression\OutputRd'
S = dir(fullfile(D,'*.txt'));
[~,idx] = sort({S.name}); % index to load .txt files alphabetically
temp = importdata(fullfile(D,S(1).name));
Y = temp(:,1);
X = temp(:,2:end);
for ii = idx(2:end)
temp = importdata(fullfile(D,S(ii).name));
X = [X,temp(:,2:end)];
end
