There's a solution given here:
https://www.chess.com/forum/view/general/is-there-a-way-to-combine-several-pgns-into-one-pgn
Basically, you'd be merging all your pgn files into one big pgn file. Then you import that big pgn file into your Fritz database.
Hello all,
First I just wanted to say how excited I am as this is my firt post on chess.com
I bought Fritz 18 and the first thing I tried to do was to create a new database for my old games. I have them all stored in a folder on my laptop (PGN format). When I tried to import them I was horrified to see that I couldn't select them all and import the at once but I had to do it one by one!!! Drag and Drop didn't work either.
Any ideas how I can do this?
Many thanks