What types of files are they? Are they all similar sizes and names? Sounds like they are compressed files.

If they are zip files then you will need to open each one of them. There is a program called StuffIt Expander that you can just drag and drop zipped files into and it will unzip them all for you, way faster then doing one at a time.

If you see a rar or 001 file then they are WinRar files and you have to download WinRar to uncompress them.

If you see a ace file then they are WinAce file and you will need to use that program to uncompress them.

If there is an exe run it to compress or setup whatever it is.

If they are WinRar or WinAce I think they might need to all be in the same folder to uncompress.