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Default Can I specify in query target file in a cell?

I have text-file names listed in a column, each containing x-y data and a
footer with the time/date. In adjacent columns are worksheet functions which
perform calculations using the INDIRECT() function. Each text file must be
imported to Excel, and I have lots of files to open; this is rather
inefficient.

Instead of using INDIRECT(), can I use a query? As I understand, you must
specify the file name(s) of the data table(s) when establishing the database
query. But is there any way it can be defined dynamically for each row, by
querying the file named in the first column?

Also, as I mentioned the data is listed below the data. How do I extract it
in a query?