SQL Server 2017 Express edition Bulk load
After creating the table you want to import the data to (TextFileImportTable) with a nullable column (FileName) on the end to store the file name, here's an example on how to import to it:
BULK
INSERT TextFileImportTable
FROM 'c:\textfile-1.txt'
WITH
(
FIELDTERMINATOR = ',',
ROWTERMINATOR = '\n'
)

UPDATE TextFileImportTable
SET FileName = 'textfile-1'
WHERE FileName IS NULL;

BULK
INSERT TextFileImportTable
FROM 'c:\textfile-2.txt'
WITH
(
FIELDTERMINATOR = ',',
ROWTERMINATOR = '\n'
)

UPDATE TextFileImportTable
SET FileName = 'textfile-2'
WHERE FileName IS NULL;

Rinse and repeat a new batch for each text file.
Note this answer assumes the columns are comma delimited and each row is new line delimited.  You can modify those attributes by changing the characters used in the FIELDTERMINATOR and ROWTERMINATOR properties, per this Microsoft Docs page.