If I needed something like this repeatedly, I'd look for a file system solution rather than a Word-based solution. It's a file problem, not Word, and a file-based solution would work for any kind of files.

Check your file manager to see if it supports 'flat' folder listings and scripting.

If it's not a frequent job, then a manual approach is easy if your file manager has the appropriate functionality:
1 Click 'Flat View';
2 Sort by extension;
3 Highlight all the DOC? files;
4 Copy File Names;
5 Paste wherever needed.