If it is an on premise installation and you have access rights you can do it with custom Java. Otherwise make this directory availabe on a SFTP server. There are modules in the appstore to retrieve those files so you have them as filedocuments in your model. From there you can do the process stuff with the Excel importer.
Mendix document "Access a Samba Share" seems to be very old and I could not use that code.
And some people try to use smb share like this question and it seems to be difficult to use smb share on Mendix.
So I created smb connector module to use smb share myself.
But it is not well tested, If you want to take a glance a code, see this module.