gap, that is not what you are looking for, but it can save some time if you have only meshes in your files.
You can select all of them in your file browser (like Windows Explorer) and then drag&drop them on the Wings3D workspace (Geometry window).
If they are Wings3D files then you will get a Merge dialog for each one (which you need to click in OK button). If they are other format (like .obj) they will be just imported to the workspace.
Of course if the object inside the files have all the same name you can get confused with Object Geometry showing dozen objects with the same name.
Just saying it's possible to load multiple files at once.
You can select all of them in your file browser (like Windows Explorer) and then drag&drop them on the Wings3D workspace (Geometry window).
If they are Wings3D files then you will get a Merge dialog for each one (which you need to click in OK button). If they are other format (like .obj) they will be just imported to the workspace.
Of course if the object inside the files have all the same name you can get confused with Object Geometry showing dozen objects with the same name.
Just saying it's possible to load multiple files at once.