that's the obvious solution.

On a 'parameter' worksheet the user fills in the starting date and the end date (or just the month). The macro 'calculates' all (28 to 31) filenames, and imports them into consecutive worksheets.
To have the summary formulas correct, the macro also should clear the 'remaining' days (for example: day 31 of april) or the sum should include March 31, or course.

Consider to include the date in each row of each text file, then import to and report from MS Access in stead of using MS Excel. Somehow, a database program like Access is more up to the task then a spreadsheet. Of course, the problem of constructing file names for input text files stays the same as long as you have a different file each day, but using Access like this makes it possible to have one text file for the whole month, which might (just might, you don't tell anything about where they originate from) be easier then having 31 files. But it really depends on where the data come from, so this is just a suggestion you can just as well consider as foolish.

Hope this helps.