Word 2010 - Creating one big document out of several small ones

I want to create one large document out of four smaller ones.  I'm looking for a way to "insert" these documents into a blank document I just created.   I remember there was a "insert" document facility in earlier versions of word.  (yes, we're talking way back).

How can I do this now?
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Do you know about master documents?  It is a way to combine Word content from several documents.
Paul SauvéRetiredCommented:
You can use this to insert text from a file:Insert textThe thing is, the text is placed into a 'Text Box'

I have always created a new document and opened the old document afterwards. Copy text in OLD document then Paste using the Use Destination Style option. This way, all of your old documents will have the same formatting in the new one.Paste - Use Destination Style

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Another way is to select the end of the receiving document and then to  use 'Insert' tab, 'Text' group, 'Object' dropdown,  'Text from file', item and then to navigate to the incoming file.
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Paul SauvéRetiredCommented:

This is what I mentioned in the first part on my answer above (see first screenshot). The Screen tips window says that it will create a text box, but this doesn't seem to be the case with a larger document.

Also, I don't know if format of the inserted text (using this option) is from the original document or the new one ;-)

Sorry Paul,
I tend to overlook answers that don't actually contain a direct answer in the posted text
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