There are some possible solutions for that issue depending on your needs.
copy /b "Path to the first TDMS file" + "Path to second TDMS file" + ... + "Path to n TDMS file" /b "Path to the resulting TDMS file"
copy /b "C:\Test merging tdms\File 0.tdms" + "C:\temp\Test merging tdms\File 1.tdms" + "C:\temp\Test merging tdms\File 2.tdms" /b "C:\temp\Test merging tdms\Resulting file.tdms"
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