The key is here:
Maxwell cannot import more than one msx file at once.
The way of telling Maxwell to render an animation, is by using the Frames parameter, here:
<img src=“https://global.discourse-cdn.com/mcneel/uploads/default/original/3X/2/3/23e5a706a2e58459f2c5372a1bddac59fb523ac8.png” width=“264” height=“307”
As you see there, to render a series of frames, select your first frame in the Scene File field, and then specify a frame range in the Frames field.