Load data from selected folder

Users cannot choose which data to load. They can only filter data that is already loaded. 

So you as the developer can write a Power Query script that loads all files from all folders, and you can make that Power Query script dynamic, regardless of folder name or file name.   Of course assuming that all files have the same format, or at the very least make sense when appended all together into one large table. (That table would then also have columns for folder name and file name so you know where each row comes from, and so your users can filter as you intended.