@JonathanF14 you might have to connect to your (remote) file system or sharepoint (small blue squares). Then you can either load the the files directly or you can move (transfer) them to a local temporary folder and then load them.
You can read about KNIME’s concept with files here:
https://docs.knime.com/latest/analytics_platform_file_handling_guide/index.html#introduction
Edit: here is an example: