1. Open folder with needed .txt files. Then, right-click on the empty space holding the SHIFT button on your keyboard. Select Open command window here. If you use Windows PowerShell, your option is Open PowerShell window here.
2. Type the following command and press Enter.
type *.txt > allHH.txt
Then patiently wait. While the underscore is blinking at the very beginning of the line, the process is not completed yet.
3. Done. Now the new allHH.txt file contains all the hand history from all the .txt files in the directory.
If you didn’t succeed, check the alternative instructions here.