Have a look at "Directory access servers" SA12 DCX. Using CREATE SERVER, CREATE EXTERNLOGN and CREATE EXISTING TABLE you will be able to scan the folder (and subfolders, if specified). Example:

CREATE SERVER "FolderSample" CLASS 'DIRECTORY' USING 'ROOT=C:/Users;SUBDIRS=1;CREATEDIRS=NO;READONLY=YES';
CREATE EXTERNLOGIN "dba" TO "FolderSample";

CREATE EXISTING TABLE "sirius"."UserDir" (
    "permissions" VARCHAR(10) NOT NULL,
    "size" BIGINT NOT NULL,
    "access_date_time" "datetime" NOT NULL,
    "modified_date_time" "datetime" NOT NULL,
    "create_date_time" "datetime" NOT NULL,
    "owner" VARCHAR(20) NOT NULL,
    "file_name" VARCHAR(260) NOT NULL,
    "contents" LONG BINARY NOT NULL
) AT 'FolderSample;;;.';

select file_name from UserDir where file_name like '%.csv'

When using SA 16, you would prefer to use the brand new Directory and file system procedures, particularly the sp_list_directory system procedure.