I was able to solve the issue:
#loop through files
$files = Get-ChildItem "C:\Users\xxxx\Documents\testing_load"
foreach ($f in $files){
$outfile = $f.FullName | Write-Host
Get-Date | Write-Host
"Start loading" + $f.FullName | Write-Host
cat $f.FullName | docker run -i --rm --link chanalytics:clickhouse-client yandex/clickhouse-client -m --host chanalytics --query="INSERT INTO tpep FORMAT CSV"
Get-Date | Write-Host
"End loading" + $f.FullName | Write-Host
}
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