I'm not sure on the exact syntax, but it would work something like this:

### UNTESTED

use strict;
use Win32::OLE;

my $MSWord = Win32::OLE->new('Word.Application');

my $WordDoc1 = $MSWord->{Documents}->Open("doc1.doc",0,1);
my $WordDoc2 = $MSWord->{Documents}->Open("doc2.doc",0,1);
my $WordDoc3 = $MSWord->{Documents}->Open("doc3.doc",0,1);
my $WordDoc4 = $MSWord->{Documents}->Open("bigdoc.doc",0,1);

$WordDoc1->SelectAll()->Copy();
$WordDoc4->Paste();

$WordDoc2->SelectAll()->Copy();
$WordDoc4->Paste();

$WordDoc3->SelectAll()->Copy();
$WordDoc4->Paste();

$WordDoc4->Save();
$WordDoc1->Close():
$WordDoc2->Close():
$WordDoc3->Close():
$MSWord->Quit();
[download]

more info here