Open the first single-sheet workbook and File / Save As, and give it the new
file name. Keep that file open.
In turn, open each remaining single-sheet workbook and right-click on its
worksheet tab, select Move or Copy and use the drop-down to choose the name
of the workbook you created in the first step above. Don't select the 'copy'
checkbox, and click OK.
When you've done this w/each single-sheet workbook, you'll have them all
compiled in one.
IF each original file uses the same worksheet name, you'll probably want to
rename the worksheets before moving them so you can tell which sheet is which
(right-click on the tab and select Rename, then type in the new name).