Depends on a few factors.
How big is each KML file? If they are large, then when you combine them you could end up with a single KML file that is too big for GE to open. If they are very very tiny, you might be able to get away with it. Do you want to open each one individually or open them all together? Again, same problem with size.
Best way to do it is probably to create some sort of index that lets the user drill down and load only the KML file they want. That way you also don't overload GE. That takes a bit of programming. For example...here's one I did.
This links to about 60,000 topographic maps, which is about 200 gigabytes. Each one is individual KMZ file. Use the index to find the one you want and load it.
Here's another example...
This one is about 6,500,000 placemarks broken down into 1,000s of tiles that cover the entire Earth. Each tile loads and unloads automatically as the user navigates around.
These might be more extreme than what you need. Hard to say.
So the short answer is....unless you have some knowledge of KML and some basic programming abilities, I don't think there is any easy way for you to do what you want. The other possibility is to go back to the source of your KML files and have them generate them differently. Not sure if that's an option.
If you're interested in hiring someone to do the work for you, contact me here and I might be able to help. Probably wouldn't be very expensive.