Fairly sure you will be able to adapt the method for importing multiple files shown here

http://www.sqlis.com/post/Looping-over-files-with-the-Foreach-Loop.aspx

provided that the definition of the xml files are the same and that they are all saved into the same folder.

Basically a for each container with you dataflow inside it, that loop through a folder and get the file name which is then passed to the xml source component