Some possibilities come to mind, if the files have spaces you need quotes like "some file.bin". You also should be in the same folder as the files unless you specific full path, including quotes again if the filenames have spaces.
One way to combine files in windows can be done in a command prompt
copy /b file1 + file2 + file3 destinationfile
I'm sure there a tons of freeware programs otherwise.
copy may not be the fastest way, but it does work.