You could open the files, and copy from one to another manually.

Notepad++ does not have a built-in way to automate that task, probably because the command-line equivalent is so dead simple (in cmd.exe, type a b c > output ; I am sure that the powershell is equally doable but highly more wordy) that the author didn’t think anyone would bother trying to do it inside Notepad++, as there would be no real benefit that Notepad++ could bring to the process.

If you absolutely had to do it inside Notepad++ for some reason, and were willing to install the PythonScript plugin (or other scripting plugin), you could write a script to run in the plugin that would loop through all the open tabs in order, and concatenate them into a new file – but that would be more complicated than just doing the command-line that I showed above.