There are several ways to open multiple photographs into a single Photoshop document:
• From Bridge – select multiple photographs and choose Tools > Photoshop > Load Files into Photoshop Layers.
• From Photoshop – select File > Scripts > Load Files into Stack. Note: you can also choose to create a Smart Object out of the Stack – but this converts all layers into a single Smart Object, not each one individually.
• From Lightroom – select multiple photographs and choose Photo > Edit In > Open As Layers in Photoshop.