Keeping you strategy you can use nested for's, like:
FOR vAño=$(vFrom) to $(vTo)
FOR vMes=1 to 12
LET vMesCarga=Num(MakeDate($(vAño),$(vMes)));
LET vMaxDia=Day(MonthEnd($(vMesCarga)));
FOR vDia=1 to $(vMaxDia)
LOAD...
From [PathToStructure\$(vAño)\$(vMes)\$(vDia)\archivo_$(vAño)_$(vMes)_$(vDia).xls]
(....)
NEXT
NEXT
NEXT
Executed today this will read from 1/1/2020 to 31/07/2021, it may need some fixes to control files that may not exist, using the first option (the help page example) you can avoid most issues, you can use FileName() to extract year, month and day from xls file name.