Use the "copy /b" command as explained here:
copy /b "list of old files or * for all files" "newfile"
For example, to join file1.txt, file2.txt and file3.txt together to new file: file4.txt use:
copy /b file1.txt +file2.txt +file3.txt file4.txt
or:
copy /b *.txt newfile.txt
