Dina,
Is a third-party custom application an option? You can use the API to gather all documents at once (as PDFs) then combine them into one PDF. We do such integrations via .NET/C# programming.
I am not sure about viewing all at once in native DocuWare. What if some documents are PDF, others are DOCX, and still others are XLSX? What would a "combined" document look like in the viewer?
If they are all PDF, though, they are relatively easy to combine by downloading all PDFs then combining them with Acrobat automation or a command-line tool such as PDFTK. A custom application could also "print" non-PDF documents to convert them to PDF and then combine.
Good luck!
Joe Kaufman