How to merge all files into one file using DOS command

Some days ago one of my friend ask me a problem that he needs to import csv file to a SQL Server database. But the problem is there is a huge number of small files. He does not want to import one by one. He needs to merge or together all files in a single file so that he can import using SQL Server import wizard only one file. Since it was a one time job for reconcilation, I suggest him use a DOS