I think you mean "how do a I copy all the files in a folder to one big file".
Open the file you want append everything to.
Use something like Directory.GetFiles to get all the names of the files in the folder.
For each file, open it and append the whole thing to your main append file.
Then for each folder in the current folder, repeat the above process.
Generally, recursion is used to go through all the sub-folders.
see
C# FileSearch[
^]
for an example of using c# to recurse through a folder structure.