If all you need is Object Explorer - and not a new query window for each servers - then registered servers is what you want. You can open all servers in a group by right-clicking the group and selecting Object Explorer.
If you set SSMS to start with an empty environment - with registered servers panel open - then it just becomes a quick right-click and select 'Object Explorer'.
If you actually need new query window for each server...that isn't going to work.
But - if you need to run the 'same' query on each instance to gather results then you can open a new query from the group and a single query window will be connected to every instance (you can configure how the multi-server results are displayed).
With that said - there are ways to include the connection information in a file. But you then have to switch to SQLCMD mode (which - I think can be set as the default). If you do something like that, then you can open an empty environment, open the folder where you files exists - drag & drop the files onto SSMS and each file would be ready to execute.
Many options...