Try the following code. You can save the file names in an array in order to save the names to process afterwards:
Dim fso As New Scripting.FileSystemObject
Dim fld As Folder
Dim fil As File
Dim sFileNames() As String
Dim lCntr as Long
lCntr = 1
Set fld = fso.GetFolder("C:\Temp")
For Each fil In fld.Files
Redim Preserve sFileNames(lCntr)
sFileNames(lcntr) = fil.name
lCntr = lCntr + 1
Next
Set fil = Nothing
Set fld = Nothing
Set fso = Nothing
You will need to add a reference to the Scripting library in MS Project, Microsoft Scripting Runtime, which is file C:\WINDOWS\system32\scrrun.dll.