Using Files of Data for Machine Learning

I have a problem perfect for machine learning and 1000 files sorted as good or bad for training. The question is how do I select files as the inputs for the network and not just pre-loaded columns of data. Each file has 4065*60 voltage measurements over 5 mins and loading all of the files is quite daunting. Anyone know a good answer?

[Kirby Fears]

Check out the datastore function.