You can concatentate files using COPY
For example, files: data1.txt and data2.txt can be combined by:
copy data1.txt + data2.txt dataFull.txt
and the result will be in dataFull.txt. If you leave off the destination it will all be in the first listed file.
To insure a newline the easiest, although not most elegant method would be to create a file, newline.txt, which is simply a blank line and include it after each file:
copy data1.txt + newline.txt + data2.txt dataFull.txt
It would be fairly straight forward to include this addition in a looping structure.