Have a folder of files ready to import into AE?
In After Effects go to File Import>File>Select a folder. Choose Import folder. Alternatively you could Option Click (Alt-click) and drag this folder from the hard-drive into the AE project window. But be sure to click on the folder first without the option key held down, otherwise the Mac OS will minimize After Effects.
If you don't hold down the Option key when you drag over a folder, After Effects will treat the folder as an image sequence.
If you import files this way it's best to not use layered files unless you want to merge layers. AE will prompt you to choose a layer or merge layers if it encounters layered files. To import more then one layer from a file, import it separately as a composition.
To import multiple files go to File>Import>Multiple Files or hit Cmd+Option+I (Ctrl+Alt+I). You can choose to import them as footage or compositions. When you are done importing, press done in the import dialog box.