I have them in the same tab here just for illustration, but File 1 and File 2 represent two different CSV fields. File 1 would contain all the customer fields you want to set other than Address fields. File 2 would contain all the addresses you want to import with 1 address per line. They're linked by External ID in my example although you could make up some reference column that doesn't get imported if you're using External ID for something else. When you select a multi-file import on the first screen, there's an extra step in the CSV process where it will ask you what field you want to use to link the files together. That's where you choose External ID or whatever your link is.
Obviously we'd need more fields in both files to successfully complete the import, but if we saved each file like below and imported, the 4 address records in green would be added to ABC Company and the 2 in yellow would be added to DEF Company.