How to give file path to load multiple CSV file to SQL server?

You can use a FeatureReader set to Directory and File Pathnames to read all the filenames within a path, then use the resulting features in another FeatureReader (Dataset = @Value(path_unix) ) to read the CSVs.

I have 2024 version of FME, where I can see FeatureReader ?

The FeatureReader is a Transformer, you can add transformers by typing the name in your canvas, or by searching for it in the Transformer Gallery in the down left corner.

In order to initiate the FeatureReader, you need a single feature, I create one using the Creator:

I am using FME 2021, but 2024 should work roughly the same.