You could do it like that, but think, how are you going to reduce access times from just iterating through the list of files until you hit the right string comparison? Remember, this is how all "file packs" or "file wads" (like from doom) work, but you need to be able to extract the right information as quick as possible.
If you wanted to release a game, its good to do, its tacky (carmageddon was sold with about 10 million separate files in the program hehe) releasing a game with all the media in separate files people can just import into editors so simply, if you pack them all away you can add compression whilst copy protecting your media, visual studio can pack media in with the exe file, also.
[EDIT] actually, if you just wanted to load the whole thing, what reedbeta said would be all you need to do, but if you wanted to say load each level one at a time, you need the extra searching pointers.[EDIT]