How to easily import multiple sql files into a MySQL database?

In Windows, open a terminal, go to the content folder and write:

copy /b *.sql all_files.sql

This concate all files in only one, making it really quick to import with PhpMyAdmin.

In Linux and macOS, as @BlackCharly pointed out, this will do the trick:

cat *.sql  > .all_files.sql

Important Note: Doing it directly should go well, but it could end up with you stuck in a loop with a massive output file getting bigger and bigger due to the system adding the file to itself. To avoid it, two possible solutions.

A) Put the result in a separate directory to be safe (Thanks @mosh):

mkdir concatSql
cat *.sql  > ./concatSql/all_files.sql

B) Concat them in a file with a different extension and then change it the name. (Thanks @William Turrell)

cat *.sql  > all_files.sql1
mv all_files.sql1 all_files.sql