%B=[folder name & path];
loop (ii,1000,1999) {
  %A=$(ii); %A=%[%A,>2];
  [if the file %B%A.xls exists, import & manipulate it];
};

exist(%B%A.xls)=file size in KB or -1 if the file doesn't exist

You would need to create and utilize a string variable (e.g. %A) which pads n with leading zeros by checking its character length.

The script below is an example. It uses ii instead of n.

for(ii=1;ii<=10;ii++)
{
   %A=$(ii);
   if(%[%A]==1)
   {
      %A="00$(ii)";
   }
   if(%[%A]==2)
   {
      %A="0$(ii)";
   }
   %A="%Afile.xls";
   type -a "The filename is: %A";
}

To execute the script and view its output:

1. Copy and paste the script into the Origin Script window (Window => Script Window).
2. Highlight the script.
3. Press the ENTER key on your keyboard.

// Test 1 - Skip the file if its extension isn't xls
if("%[%A,>%[%A]-2]"!="xls") continue;
// Test 2 - Skip the file if every character in its name isn't a number
stat=0;
loop (j,1,%[%A]-3) {
  if(%[%A,j:j]==0/0) {stat=1; break};
};
if(stat==1) continue;

// if it passes both tests, then import & manipulate