If you look at the post on reading in a folder, you'll see that "mapping" is similar to a loop, in that you apply the operation (functions) to whatever you're "mapping" over (in your case, a bunch of files). Just as you can do this to read in files, you can write them out, if you want to keep them separate. Are they stored directly on your desktop? If so, you can choose them based on file extension or name pattern, but it might be easier to put them together in a folder.
For a number of reasons (e.g. what you're trying to do now to all of the files), it's useful to group things together in a single data frame, and then use your grouping variable for calculations, or filter them out as needed. That said, you could keep them in separate files (though the fact that you want the subject number in a column suggests to me that you're probably going to be working with them "together" in some sort of way).
What have you tried, and where are you getting stuck? The best practice here is to figure it out for one file (I think you have the pieces for that now), and then do it for all of them together. Have you successfully gotten that first part down?