Does WordPress only loads plugins which are just single files in
mu-plugins?
No, they do not need to be single files but you cannot use plugins in their own subfolders as in the standard plugins/
folder.
The main plugin file (one with the specified plugin header info) has to be right there in mu-plugins/
. Other files can be put in a subfolder and referenced from there.
I used it with my own plugins. I’ve never tried moving any robust plugin in there.
Also note that not all plugins are must-use-compatible
see http://codex.wordpress.org/Must_Use_Plugins#Caveats