This can be done on Wintendo also... You use the 'Copy' command. From the help:
"To append files, specify a single file for destination, but multiple files for source (using wildcards or file1+file2+file3 format)."
It's been a long time since I've needed to append files, but I wouldn't be suprised if you could use the wild card in with those +s.
Of course there are tons of things that are amazing in Linux that you cannot do with Windows. Just wait until you get into regular expressions.