You write a program to do this. Such a program will use Spreadsheet::ParseExcel (or Spreadsheet::Read) and Spreadsheet::WriteExcel. If I find time, I'll update this post with a reference to a program xlsmerge (or did I call it xlscat), which combines Sheets from several Workbooks into a new Workbook.

Update: See xlsmerge - Merge worksheets from different Excel files into one Workbook