I highly recommend you look into [spritesheets][1], for memory efficiency/performance. 
There are a couple of tools out there to help you convert your collection of images into a spritesheet, such as [SpriteSheetPacker][2] (open source) or my [Gimp plugin][3] for it. 
A quick google found me [this sdl2 tutorial][4] on spritesheets. 

[1]:https://www.codeandweb.com/what-is-a-sprite-sheet
[2]:https://github.com/nickgravelyn/SpriteSheetPacker
[3]:http://registry.gimp.org/node/26161
[4]:http://www.programmersranch.com/2014/03/sdl2-animations-with-sprite-sheets.html?m=1