If you mean a TCP socket (I think there's no such thing as a "java socket"; in Java you can implement TCP sockets), then I think you need some additional application layer protocol, to agree on the start and end of files, the filenames, etc. Perhaps send one file at a time, with acknowledgement in between.

Perhaps look at "TFTP" (Trivial File Transfer Protocol), which is designed for that very purpose?

Or, assume that the sender will make a ZIP archive, and just send that, so the rest is taken care of? (filenames, start and end of individual files, etc.)