If you wish to pick a fie then the FileNameEditor is your best choice. If you wish to choose multiple files I'd create my own. If you have to parse the sql files then I'd recommend just selecting a base folder using a UITypeEditor and then using DirectoryInfo to get a list of files matching a pattern in that directory.
If you are looking to concat the output of various templates this can be done via a Generator Project File (See project options -> Single File) out of the box or you could update your master template to accomplish this.