Is it possible to have several files referenced by one maven artifactID?

Question 1

Usually(I seen only such) the maven artifact is one jar. Is it possible to make maven artifact as several jars.

That statement is partially true. Yes maven artifacts are a single jar unit but it is highly possible that this single unit of jar may require multiple other jars to function properly. One such example may be of the spring-core jar. If you only add the spring-core jar in your application, it will most probably give you a ClassNotFoundException and complain about mulitple other missing dependencies (like log4j, spring-web, commons, etc etc ). To cope up with this nested dependencies issue, we have the concept of transitive dependencies in maven

Currently I have to add severall thirdparty libs to my nexus

In my opinion, its okay and it is as it should be. All artifacts and jar libraries should be separate.

I want them being reference in maven as one artifact.

Still if you want to create one big (fat) jar, take a look at how to create a uber shaded jar in maven

Question 2

If you simply want to include them all together, you could create a pom project which has all your thirdparty libraries as dependencies. As a result, you need only to add the pom project as dependency:

<project xmlns="http://maven.apache.org/POM/4.0.0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://maven.apache.org/POM/4.0.0 http://maven.apache.org/xsd/maven-4.0.0.xsd">
<modelVersion>4.0.0</modelVersion>
<groupId>my.demo</groupId>
<artifactId>all-my-libs</artifactId>
<version>0.0.1-SNAPSHOT</version>
<packaging>pom</packaging>

<dependencies>
  <dependency>
    <groupId>l1</groupId>
    <artifactId>lib1</artifactId>
    <version>1.0</version>
  </dependency>
  <dependency>
    <groupId>l2</groupId>
    <artifactId>lib2</artifactId>
    <version>1.0</version>
  </dependency>
  ...
</dependencies>
</project>

That way, you would still have several jars, but only one dependency.

Question 3

You should read up on pom dependencies with <scope>import</scope> as shown here.

Basically, you need to create pom with all the dependencies you need and then define a dependency to it with scope import.