Pick & Load Multiple Families tool in the Loaders drop-down helps pick and load multiple families from disk into the current model.
After the button is clicked, it pops up a dialog for file picking.
After the OK button is clicked, those family files will be loaded into the current model one by one. A progress bar will show how many files in total, which file is currently being processed, and what remaining time may be. An information box will finally show what have happened, good or bad.