Please define "create multiple files in uTorrent".
If you want to create torrents, uTorrent can only do that one at a time, but you can download a copy of mktorrent and write a script that will run it 50 times with the corresponding parameters.
If you want to add torrents, go to Preferences -> UI Settings and untick "Show options to change..." near the bottom. Then drag all the .torrent files you want to add to uTorrent's window and they'll be added immediately, pointing to the default download directory or (if one is not set) the most recently used one.