Executing multiple SQL file is not currently possible, unless creating an "Execute Script" activity for each SQL file.
WORKAROUND
One workaround is to use a .bat file to merge all SQL files into one single file:
1) Create a new .bat file with the following contents:
@echo off
if exist all.sql (del all.sql)
echo.>"%~dp0"
copy /b *.sql all.sql
2) Place all the SQL files to be executed in a folder along with the .bat file.
3) Run the .bat, this will merge the content of all SQL files into one single file which can then be executed by Toad Data Point.
