On Windows, use copy.
copy file1+file2 Newfile. This file1+file2 syntax is weird, but that is the way it works. A wildcard would also work.
copy file* Newfile At the command prompt, type "help copy".
Update: I just saw the post by BrowserUk. Fine to put in the explicit /b switch although, I believe the default is binary in the first place. I looked for an exact quote from Microsoft to that effect, but couldn't find it. "copy /B file1+file2" result" also set binary for all of the files without having to /B each one. But again, I don't think you have to /B any of them. I have never used the /A option.
Update: I did find some Microsoft stuff about /b and copy. copy command. Yes, /b (binary is the default). /a is a pretty much worthless critter that will append and extra EOF character (maybe CTL-Z or A?) to the end of the file after the copy. This is certainly not necessary on a Windows file system - it will supply something that PERL recognizes as EOF when the file runs out of bytes. that is the normal way.