I have been able to do this with minimal typing when I've had files in a sequence — for example, when someone has split a large file.
and so forth. I know the output is supposed to be, say, a .zip file, and the following has always worked well:
copy /b filename.0?? test.zip
First I use the copy command's "/n" (for "no action — display what WILL happen") switch.
copy /n /b filename.0?? test.zip
I watch for what will happen when I run the command without "/n". If all looks ok I go for it.
Obviously that simple a command line won't do the job if the files aren't named sequentially. Then you'll need to use "+" as shown in the other reply.