You can use xp_cmdshell to run the DIR command.

DECLARE @dir VARCHAR(200)

DECLARE @cmd VARCHAR(205)

SELECT @dir = '\\machine\dir'

SELECT @cmd = 'DIR ' + @dir

CREATE TABLE #directoryFiles (lineID INT, line VARCHAR(2000))

INSERT INTO #directoryFiles(line)

EXEC master.dbo.xp_cmdshell @cmd

SELECT * FROM #directoryFiles

DROP TABLE #directoryFiles

This will list all files in a directory, you can then use SUBSTRING to parse out the filenames. Note that the lineID is useful for getting rid of unwanted header and footer lines returned by the DIR command.