Place all files need to copied in a separate folder, for ease place them in c drive.
Open Command Prompt - windows>type cmd>select command prompt.
You can see the default directory pointing - Ex : C:[Folder_Name]>. Change the directory to point to the folder which you have placed files to be copied, using ' cd [Folder_Name] ' command.
After pointing to directory - type 'dir' which shows all the files present in folder, just to make sure everything at place.
Now type : 'copy *.txt [newfile_name].txt' and press enter.
Done!
All the text in individual files will be copied to [newfile_name].txt