for /f "delims==" %%i in ('dir "\\server\share\data*.txt" /b') do (type "\\server\share\%%i">>new.txt&&echo.>>new.txt)
the "delims==" is to grab the file name even if there are spaces, the %%i is for in a batch file, use %i at the command line. the "quotes" are for spaces in file names, the /b is for bare format to get rid of the other info, the echo. is to stop file2's first line from being concatenated onto file1's last line. new.txt will be in the directory you run this from.