The suggestions from Rohit and Robert work on the desktop version of Mathematica. I do not think you can access your filesystem from Wolfram Cloud. I just tried it from my Mac and I also get an empty list. However, I can see my cloud files on the right hand side of the screen. I can access those files and that file structure using FileNames[".", Folder].
Try typing FileNames[] and you should get all the files in the Wolfram Cloud Home directory. You can dive down from there. To move your .CSV files there, you can drag and drop them into Home or a Folder.
Regards
Neil