Please note that Swagger import is only available for Advanced WAF. The configuration is straight forward. Just import the file. Afterwards Advanced WAF can enforce the API-Endpoint structure including HTTP methods and parameters.
No, you can not have multiple swagger files in one ASM Policy. You could merge all API settings to one swagger file (this is not a copy-paste thing), or use multiple ASM Policies where each includes one swagger file for one API service/microservice then match them properly in LTM policy or Irule based on URL (application context)