Just use the normal directory commands. You'll find examples of reading all the files in a directory in most PSP programs out. Even PSP Doom has such a thing. SHEESH! What's with all the noobie questions lately?!?
There are plenty of PSP programs with source included, and many of them have file requesters which have the code you want. Just look in a couple and you'll find all the code you need.
Here's one: http://www.psp-programming.com/forums/i ... pic=1333.0
and you didn't search hard because the same link has been posted for the same thing.
The file path string or file name only can be copied from within those functions.