mongoimport accepts one file at a time, but you can write a loop in the command prompt or a .cmd script. A .cmd script to do import all of the files in a directory looks like
for %%i in (C:\mongo_data\*) do mongoimport --file %%i --type json ==db mydb --collection zip
To run the same thing directly from the cmd line, replace %% with % because Windows.
-Will