How to open (import) multiple STL files at once in PTC Creo Parametric?

As of Creo 7, Creo does not support opening multiple files with a single interface. It can be done through a workspace in a linked (Windchill) environment or it can be done with a mapkey.

To do the mapkey route, record a mapkey opening the file (the mapkey code changes with each Creo release). Then save the mapkey file and copy/paste the code over and over and change the filename to correspond to each file you want to open. This may be more effort then just opening them one by one.

Mapkey tips here: 

https://community.ptc.com/t5/System-Administration/Mapkey-Writing-Editing-Tips/td-p/443729

What do you mean by 'on a single page'?

Creo will open each step file into a new Creo file. If you want to open them into a single file, use the import command.

If you are trying to import an assembly, Creo should handle that as long as the step file is of the assembly.

If you need to build an assembly of your step files, open them all as individual Creo files and then create a new assembly file and assemble the components.