for %f in ("c:\path\to\dir\*.sql") do sqlcmd -S [SERVER_NAME] -d [DATABASE_NAME] -i "%f" -b

This assumes that you have sqlcmd (comes with SQL Server client tools) installed and wish to execute every file ending in .sql within the given directory against the specified server and database using Windows Authentication.

DOS command to run all SQL scripts in a path

sql

DOS Batch