General:
* A stack of files
* A pile of files
* A folder of files
* A set of files
* A collection of files
Specific:
* A sheaf of documents (for official or legal documents)
* A bundle of papers (for less formal documents)
* A database of files (for digital files)
* An archive of files (for historical or stored files)
Ultimately, the best collective noun will depend on the specific type of files and the context in which you are using it.