How i combine Number's files?

If each document is a single sheet or if each sheet stands alone (does not reference other sheets or rely on data from other sheets):

Select everything on the sheet, Copy, Paste into a blank sheet on the receiving document.

If everything is not on a single sheet:

First get it all on one sheet. I recommend using a duplicate document because this usually creates a bit of a mess. Select everything on a sheet, Cut, Paste it into the first sheet. Repeat for other sheets until everything is in the first sheet. Now you can Copy/Paste that sheet to the receiving document. After that you can separate it into separate sheets again and do whatever other cleanup is needed.

You can also transfer a sheet (with everything on it, even if it has multiple tables, charts, etc) by going to the sheet name (tab) at the top and choosing Copy Sheet (or Cut Sheet) from the dropdown. Then in the destination document go to any sheet name (tab) there and choose Paste Sheet.

SG

Oh, you want to link to other documents, not combine them.

If you want Power Query, I recommend Excel. Numbers does not have any ability to link to other documents in that way.