LaTeX.org

Try something like the following... I've shown pdf as the file extension. The 0 in front of argument #1 is to differentiate '01.pdf' from '1.pdf'.
Dirk

\documentclass{article}
\usepackage{ifthen}
\usepackage{graphicx}

\newcommand\addfigure[1]{\includegraphics[scale=0.5]{0#1.pdf}\\}
\begin{document ...