Here is a very short sample:
private void button1_Click(object sender, EventArgs e)
{
string[] filenames = new string[4];
filenames[0] = "test.txt";
filenames[1] = "test.txt";
filenames[2] = "test2.txt";
filenames[3] = "test3.txt";
string strPath = @"C:\Temp\";
foreach(string str in filenames)
{
if (!File.Exists(strPath + str))
MessageBox.Show("File: " + str + " does not exist in folder: " + strPath);
}
}