Using the file browser in the Media pool at the bottom of the screen, simply drag each file to a different track. If the second file is supposed to be played at the same time, then drag it to a track below the first one, making sure to line them up. Remember that everything is linear, that is, the arranger starts at the beginning and plays everything on all tracks that are one below the other at the same time. So, if the audio files are not to be played at the same time, they have to be one after the other.
If you select several and drag them onto the arranger, they will insert themselves one after the other on the same track, as you found out and which is why you asked the question.. As far as I know, there is no way for MMM to determine that you want them on separate tracks or even where on a track to put them, so you will have to do this yourself by simply dragging each file down to a different track. Remember that you can change the mouse mode to move the selection and everything to the right all at once (Ctrl+2).