Power Query M code
let
Source = SharePoint.Files("https://yourcompany.sharepoint.com/sites/YourSite", [ApiVersion = 15]),
FilteredFolder = Table.SelectRows(Source, each Text.Contains([Folder Path], "/Shared Documents/YourFolder")),
AddedData = Table.AddColumn(FilteredFolder, "Data", each Excel.Workbook([Content], true))
in
AddedData