Assuming your files are sequentially named, such as pic_0001.tga, pic_0002.tga, pic_0003.tga, etc. you can go to file / open, click on the first picture, then check the box at the bottom of the open dialog that says "import image sequence". Vegas will then treat the entire sequence of images as a single video clip. You'll be given the opportunity to set the frame rate and some other parameters, though these can all be changed afterward as well.