Rafael,
This is possible when the server can access the file locations for the excel files. Assuming that the first excel file is uploaded contains the path to the files you can create a java functio that retrieves the files and creates the filedocuments in Mendix. Then import the files with the template setup in the excel importer.
For some inspiration on this check out the implementation in the the flat file importer module from the app store:
https://appstore.home.mendix.com/link/app/429/Erwin-'t-Hoen/Flat-&-delimited-file-import