VB’s Add File dialog supports only a single selection of code modules or OCXs, so you must painstakingly select each individual file and control one at a time.
One of my previous tech tips publicized the fact that you can drag FRM, BAS, CLS, or CTL files from Windows Explorer to the Projects window in VB and VB adds them instantly to the project. What I didn’t mention is that you can also drag OCX controls from Explorer and drop them on the VB6 Toolbox to add OCX controls to your project just as quickly and easily.