It impossible to answer your question with so little information.
What are you going to do with the data, for example.
Do the files have the same structure or are the they different?
If they are all the same, do you have a schema file?
In general terms you can use the
DataSet[
^] class and the method
DataSet.ReadXml[
^]
or you can use XmlDocument or XDocument.
Which is best for you is impossible to say.
To loop through the files in a folder you can use
Directory.GetFiles[
^].