No. Current firmware, .wav Files must be converted to a MODX Waveform one at a time. In the past (Motif XF Series) you could load a series of .wav files into a Waveform (this was added as a firmware update). It simply let you set a Start Key and then it would load the .wav data alphabetically to individual Keybanks chromatically above that first Key.
In order to create a MODX Waveform, the most elegant way currently, is the John Melas MONTAGE/MODX Waveform Editor. It has all the tools to take your .wav Files and construct a MONTAGE/MODX compatible Waveform.
The MODX can load All Waveform (.X3W) files, Motif XF - each can contain multiple (256) samples.