For unioning all files in one directory -- same answer as @Lester Martin.
You can use globs (wildcard characters) in your LOAD path to pull a subset of files from a directory, based on the filename pattern. See http://chimera.labs.oreilly.com/books/1234000001811/ch05.html#pl_load.
For example you could LOAD the path
'parentDir/myFile_*'
to load only files beginning with the name myFile_.
You suggested in your final sentence that files in same directory may have different schema. If this is the case and files with the same schema have similar names, you can use the globs in your filenames as shown above to pull only same-schema files from the directory.