How do I structure, compile and execute multiple files on TexMaker?

I managed to find a folder full of lecture notes from where I am trying to use the preamble and I imported them from here. The notes can be found here.

Saved all the files to my Desktop (after decompression), opened them on TexMaker and it looks like this:

Here are the problems:

1. I can not execute it. One file is imported into another via input and not subfile which could possibly be the reason. But how do I compile them all before I compile the main file?

2. How do I get these documents under Structure (left column) instead of separate documents as can be seen in the picture above?