Maybe a bit boring procedure, but you can simply open the first one, then open the second one, select all, go to the end of the first document and paste the content, then open the third file, again select all, and copy/paste at the end of the first and so on...
Alternatively you can use the following procedure:
- Open a document.
- On the Tools menu, click Compare and Merge Documents.
- Select the document that you want to compare to the copy that is currently open.
- Click the arrow next to Merge, and then do one of the following:
- To display the results of the comparison in the selected document, click Merge.
- To display the results in the document that is currently open, click Merge into current document.
- To display the results in a new document, click Merge into new document.
More detailed information can be found pressing F1 and searching in the help file for Compare and merge documents