You had asked,"What if I have a folder on my computer with its folder structures and hundreds of .url file saved."
All the latest browsers supports .HTML file to import bookmarks.
I can see that you are using .URL file.
So you can not import the bookmarks from .URL file and you need to find a way convert your .URL files in to .HTML files.
In Edge, You can refer steps below to import bookmarks from file.
(1) Click on Settings.
(2) Click on 'Import from another browser' button.
(3) Click on 'Import from File' button.
(4) Select .HTML file from dialog.
(5) Click on OK.
In Chrome, You can refer steps below.
(1) Click on Settings.
(2) Click on 'Import bookmarks and setting' option.
(3) Select option 'Bookmarks HTML file' from dropdown.
(4) Click on 'Choose file' button.
(5) Select .HTML file from dialog.
(6) Click on OK.
Similar kind of option you can get in Internet Explorer to import bookmarks from file.
How to import and export the Internet Explorer Favorites folder to a 32-bit version of Windows
Regards
Deepak