If you have the files in a folder on MEGA, select that folder, then click on the three dots at the end of that line, and select share link.
That will open a Share Link window, Click on Copy Link, then return to this chat.
If you type in the name of the folder you are sharing, and highlight it, then click on the link icon at the top of the chat box you are typing in (it looks like two links of a chain), right clicht and select 'Copy'.
Once you have done that, just click on the Insert button and you should be ok...