I've done something similar, by using Copy & Paste. I started with a New
blank document. Then selected All of the First document that I wished to
copy into the Blank document (use Ctrl+A), then press Ctrl+C (this copies
the document). Next, go to the New blank document and press Ctrl+V; this
pastes the First document into the New blank document. At the bottom of the
last page of the New document (which now contains the pasted First
document), I pressed Ctrl+N, for a new blank page; this is where I pasted
the Second document into the New document. I then proceeded with all of my
succesive documents in the same manner.
This may not be the best way, but it worked for me.