Assuming your file naming pattern is like this:
- 001_do_first_step.sql
- 002_do_second_step.sql
- 003_do_other_stuff.sql
You can concatenate them into one big, valid sql file by saving the following as a .bat file and double-clicking it:
@ECHO OFF
del allscripts.sql
for %%f in (0*.sql) do (
echo. >> allscripts.sql
echo ------------------- >> allscripts.sql
echo -- Begin File: %%f >> allscripts.sql
echo ------------------- >> allscripts.sql
echo. >> allscripts.sql
type %%f >> allscripts.sql
echo. >> allscripts.sql
echo GO >> allscripts.sql
echo. >> allscripts.sql
echo ------------------- >> allscripts.sql
echo -- End File: %%f >> allscripts.sql
echo ------------------- >> allscripts.sql
echo. >> allscripts.sql
echo. >> allscripts.sql
)
rem start allscripts.sql
echo allscripts.sql has been (re)created.
echo.
echo Hit enter to continue
pause