Hi @Fufu_26 ,
If your files have the same type, you can use the SharePoint Folder connector and use the "Combine & Transform" button to save them in one folder.
If you're keeping different types of files in different folders, then you will need a set of helper queries for each different folder, as the transformations that will need to be performed on the files in each folder will be different.
For automatically update, you can publish them to power bi service and set scheduled refresh for it. You can set the refresh frequency in power bi service.
You can reference the following links which may be helpful to you.
Solved: Sharepoint Data Import - Multiple File Processing - Microsoft Power BI Community
Power Query SharePoint folder connector - Power Query | Microsoft Learn
Refresh a dataset from OneDrive or SharePoint Online - Power BI | Microsoft Learn
Community Support Team _ xiaosun
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