Hi Harshit,
Do you want to establish an SFTP connection to some file system to extract files from there? Then you can use the SFTP module from the marketplace for that. You need credentials and the exact location off course.
Or do you want the user to upload multiple files using their browser? You could take look at the file dropper widget in that case. I just verified: you can drag and drop a complete folder, and it will then upload every file in it, although the underlying folder structure will be lost.
Good luck!