I write same type files, and wish not to write include '... to them. Is there any method to import all files from specific directory? I've thought about it and haven't found any solutions. Tell please, does somebody know how to do it?

Usually this is a kind of task for shell (batch) scripts or makefiles. The interface between fasm's core and OS is quite narrow (for portability purposes), so for anything advanced like listing files in directory you need to go to the shell layer or some kind of build-assisting tools. They are out there exactly for things like this.