If all files are in the same directory, or in subdirectories under it, open the master file and issue M-x TeX-auto-generate
RET and as TeX file or directory
insert the directory of the master file and as AUTO lisp directory
the auto/
subdirectory of the previous directory.
For instance, if your master file is placed in ~/my-document/
, insert ~/my-document/
at the first prompt and ~/my-document/auto
at the second one (you can also use relative paths if you prefer them).