farsmile90: in the "Animation frames bar"
<img src="http://www.scirra.com/images/articles/animationframesbar.png" border="0" />
You can right click and "Import frames".
The dialog that opens allow you to select multiple image files at once.
It's not as straight forward as an import that would name the animations accordingly to folders, but it helps importing a set of images in a single selection.