Place the files in a project folder. Then Cmd a to select them all and double-click to open.
Or if they are scattered, use Bridge to organize them as a Collection and work from there.
More about Collections:
Collections are a massively useful feature. One of my clients is a performing arts center, and in a season we turn out dozens of ads, flyers, brochures, web banners, playbills, billboards and other collateral using the same assets over and over. These assets are organized by artist and/or show on disk, but I set up each season's repeating assets as a Collection in Bridge, so that I just have to open the collection and drag and drop these assets into new INDD, AI, PSD, HTML (in Dreamweaver), FLA or AE projects without having to navigate from folder to folder picking up individual files.