What you could have done is use the Migrate module. It allows you to read from various sources (db, files, csv, etc.) and feed them to Drupal (db, files, csv, etc). It's essentially just a pipeline of read->process->save.
What I would do is create 2 migrations, one for the files and one for the pages. You migrate files first which essentially just tells Drupal they exist by creating records of them in the DB and where they are. During migration, Migrate creates a mapping table which tracks the source id (module-generated, you decide, usually by filename or hash) and destination id (entity id) of the content.
Then you migrate the pages. Migrate allows you to do processing on content before it gets saved to Drupal. Using the data from the mapping done in the file migration earlier (the entity ids), you simply need to look for the urls in the page content, use it to find the id Drupal assigned to it when it was migrated (there are APIs for this), generate a url from that ID, and replace the url in the content.
Migration is easier done than said actually.
This section extensively explains how to use Migrate. In addition, check out Migrate Extras and Migrate D2D as additional tools. Also, the Migrate module itself has examples in the source code which you can check out. And... a lot of trial and error.