AFAIK, wildcards in OS boxes are expanded by programs, not by the shell (cmd.exe) as in *nix. Perl will keep "*" as an argument, and it's illegal as a filename when interpreted by <> operator.

You may consider this:

FOR %F IN (*) DO perl -pe "" "%F" >> ..\newfile.txt
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but it's better to use Win's built-in commands, like TYPE or COPY, as it was already said.

Note that newfile.txt must be empty or must not exists before the FOR, because >> opens it for append on each iteration.

Update: Using globs:

perl -e "while (<*>) {open(F,$_) or next;while(<F>){print}/}}" > ..\ne
+wfile.txt
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Note: this code has errors, but works as an example.

BTW, it seems that files order is not important.

Perl will fail to find a file named "*". You need the following if you were using Perl:

perl -MFile::Glob -pe"BEGIN{ @ARGV = map bsd_glob($_), @ARGV }" *.* >.
+.\newfile
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type displays the file name when using wildcards, so it's not good here. The DOS way is the "+" syntax of copy

I understand that the command will work via the command prompt, I was pointing out that modern Windows operating systems don't come with Microsoft DOS.

Also please make updates obvious (for example 'Update update to post....') when you add something to a post.

Update: fixed typo.