I was wondering if there was a straightforward way to take a GEOquery downloaded GSE, which I get in the following way:

gse <- getGEO("GSE63137",GSEMatrix=FALSE)

and to create a SummarizedExperiment object with representative ranges? If the GSE has for instance 10 bed files, is there a quick way to make a singular SummarizedExperiment object from these? 

I have just updated the GEOquery getGEOSuppFiles() function (version 2.47.16) to support filtering supplemental files (filter_regex='bed') and to return a listing of files without download (fetch_files=FALSE). To give it a try immediately, install from github:

biocLite('seandavi/GEOquery')

In 24-48 hours, the development version of GEOquery should be available.

After installation, you should be able to do something like:

library(GEOquery)
library(rtracklayer)
bedfiles = getGEOSuppFiles("GSE63137", filter_regex = 'bed')
# a data.frame with the filenames as rownames
bedfiles_as_granges = lapply(rownames(bedfiles), import, format = "bed")
bedfiles_as_granges[[1]] #first file granges

[[1]]
GRanges object with 103361 ranges and 0 metadata columns:
           seqnames               ranges strand
              <Rle>            <IRanges>  <Rle>
       [1]     chr1   [3094879, 3095533]      *
       [2]     chr1   [3119625, 3120840]      *
       [3]     chr1   [3121310, 3121944]      *
       [4]     chr1   [3292627, 3293590]      *
       [5]     chr1   [3322353, 3322979]      *
       ...      ...                  ...    ...
  [103357]     chrY [90808536, 90809176]      *
  [103358]     chrY [90810611, 90811697]      *
  [103359]     chrY [90812380, 90813359]      *
  [103360]     chrY [90828629, 90829131]      *
  [103361]     chrY [90838918, 90839418]      *
  -------
  seqinfo: 22 sequences from an unspecified genome; no seqlengths

I suspect that leaving these as GRanges objects may be the most useful form for analysis, but you could go ahead and convert to SummarizedExperiments if you like.