You can concatenate filenames in
the FILENAME, %INCLUDE, and INFILE statements. Concatenating filenames
enables you to read those files sequentially.
FILENAME fileref ("pathname-1" ... "pathname-n");
%INCLUDE '("filename-1" ... "filename-n")';
%INCLUDE "('filename-1' ... 'filename-n')";
INFILE '("filename-1" ... "filename-n")';
INFILE "('filename-1' ... 'filename-n')";