This quite a straightforward problem in shell scripting,
although there are one or two things specific to DAOPHOT
to watch out for.  
Here is a C-shell script which does a FIND on all files 
called pic*.sdf in a directory, writing
output to pic*.coo text files.  It uses
shell variables interpolated into a `here document' 
as the input to the program.
#!/bin/csh
#  Start up DAOPHOT.
      daostart
#  Get rid of any junk files which DAOPHOT has left lying around.
      rm -f *jnk.sdf
#  Loop over the files we're interested in.
      foreach file ( pic*.sdf )
#  Get filename without the .sdf extension.
         set fileroot = $file:r
#  Write filename to screen.
         echo "***"
         echo "*** Processing file $file ***"
         echo "***"
#  If an old version of the output file exists, delete it.
         rm -f $fileroot.coo
#  Run DAOPHOT with the appropriate commands.
         daophot <<__DAOPHOT-END__
ATTACH $fileroot
FIND
1,1
$fileroot
Y
EXIT
__DAOPHOT-END__
#  Get rid of scratch file that DAOPHOT has written.
         rm ${fileroot}jnk.sdf
#  End of loop.
      end
      
There are one or two things to note here:
rm -f $fileroot.coo 
    is there as a safeguard: if the .coo file
    exists when FIND runs, then DAOPHOT gives an extra prompt to ask
    whether you want to overwrite it, and if this happened here the rest
    of the commands in the file would get out of step and DAOPHOT 
    would get terribly confused.
    If the .coo file doesn't exist, then no harm is done.
    
*jnk.sdf.
    It's important at the start of this script to ensure that there 
    are none lying around, so that they don't get picked up by the 
    pic*.sdf list which we're looping over.  
    If you haven't run 
    the script before in this directory, then the 
    rm -f *jnk.sdf 
    will not be necessary, but it doesn't hurt anyway.
    The rm ${fileroot}jnk.sdf later 
    on is just to prevent too 
    much disk space being taken up with rubbish.
    
source /star/etc/cshrc is not in your 
    .cshrc file, you 
    would need to source it here, or replace the daostart line
    with source /star/bin/daophot/daophot.csh.
    
WA=0 (or do a NOMONITOR) 
    to keep the size down a bit.