According to documentation it's not possible. There's no info you can load multiple config sections. However if you could load config files not in template itself but in PHP as in documentation, http://www.smarty.net/docs/en/api.config.load.tpl , you can create array of sections and then in loop load sections you want, so you should achieve what you want:
$sections = array('section1', 'section2', 'section10');
foreach ($sections as $section) {
$smarty->configLoad('filename.conf', $section);
}
It should work but I haven't tested it (never needed such functionality and at the moment don't have any smarty project to test)