Iteration Through .mat Files in a For Loop

I have a series of .mat files that are a structure. For example: "Data Structure for Participant 1". The only thing that is different between the files is the number at the end (1-20).
Each contains the exact same variables, I want to use a for loop and iterate through each of the files at once and do things to each of them, how would I do this? I understand how to access and work with the structure, I am just not sure how I would iterate through files in a for loop.

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