first, to make sure it brings in the audio and video make sure "source patching" is on.
then two ways to bring in footage. either by filename or by the order in which you select them from the bin. if you want them to be brought in by filename, make sure the column is sorted by name, select all and from the bin menu choose "automate to sequence". choose sort order. if you want to choose clips in random order in bin, use ctrl to add clips to your selection, one by one in the order you wish. then from the menu choose selection order.