Matt Allington explains how to use the Combine feature in Power Query:
Now the good news is that somehow the combine button has done a reasonable job at combining the files (see 1 below). Actually I wanted to unpivot the month columns, but I will come back to that later.
The bad news is all of the activity over on the left hand side. What the…? There are 5 additional “Queries” on the left (numbered 2 – 6) that do all sorts of things. Let me tell you what each of these are and then come back and explain how to use/interpret these things.
2. This is a parameter that can be used to change the sample file
3. This is the link to the sample file that was selected originally (I selected the first file in the folder and this is the link to that file).
4. This is the “by example query” – the most important query to know about.
5. This is an auto generated function that goes with 4 above.
6. This is the final output query (it is the query that is displayed in 1 above).
Matt clearly explains the whole process, so read on if you need to combine files of Power Query.