In the Project menu you have option to make project from Folder. It's quite fast - put there your root folder.
When you click on the root folder, you can let PSpad open folder files and it will open all files from project. But for your case open 10 000+ files has no sense. -- <https://forum.pspad.com/read.php?2,73834,73836> PSPad freeware editor https://www.pspad.com