For this purpose three means are at your disposal.
The first one is to select the entry Import... from the File menu. It will then be asked to choose a directory, which will be explored in order to import the files it contains iron — a way to ease, Fontmatrix conducting a recursion in the directories contained in the one you have chosen.
The second is to import a choice of files in Fontmatrix and do a drag-drop.
And the third one is to use context menu for files and folders in the Folders tab inside the Browse Fonts sidebar.