Sub MergeDocs()
    Dim rng As Range
    Dim MainDoc As Document
    Dim strFile As String
    Const strFolder = "C:\Book\Chapters\" 'change to suit
    Set MainDoc = Documents.Add
    strFile = Dir$(strFolder & "*.doc") ' can change to .docx 
    Do Until strFile = ""
        Set rng = MainDoc.Range
        rng.Collapse wdCollapseEnd
        rng.InsertFile strFolder & strFile
        strFile = Dir$()
    Loop
End Sub